Debt Securities
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Overview
Subject area
FIN
Catalog Number
9881
Course Title
Debt Securities
Department(s)
Description
This course analyzes debt instruments and their markets. The course begins with a discussion of fixed and floating rate bonds and their pricing. The course then addresses the risks of these securities and discusses concepts such as duration and convexity. Risk management strategies such as immunization and hedging with futures are examined. The term structure of interest rates as embodied by spot, coupon and forward yield curves are discussed within the context of traditional bond yield calculations and the price-yield relationship.Prerequisites: FIN 9771 and FIN 9773, or equivalents.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
No
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5
Requisites
029382