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FIN 684   Fixed-Income Analysis

Professor Robert B.H. Hauswald, Kogod 047

Fixed-Income Analysis is meant to provide an introduction to the analysis of fixed income assets and liabilities and their most common derivatives. The course proceeds from a contemporary investment-banking perspective and develops the necessary analytic tools for three distinct but related business applications: trading&sales, fixed-income risk measurement and management, and fixed income portfolio management. Topics include: yield curve calculus, binomial yield curve modelling, risk management, and asset management. Due to time limitations and the richness of the field the following topics are not covered: international fixed income analysis, multifactor and continuous time models of the term structure, economic theories of the term structure, derivatives trading, advanced pricing models.

This page was last updated January 11, 2011
URL: www.american.edu/academic.depts/ksb/finance_realestate/rhauswald/fin673/fin673.html
Contact: R. Hauswald
Copyright Robert B.H. Hauswald, Kogod School of Business, 2003