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FINE 451 Fixed Income Analysis (3 credits)

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Note: This is the 2021–2022 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Management (Desautels Faculty of Management)

Overview

Finance : Fixed income financial instruments and their uses for both financial engineering and risk management (at the trading desk and aggregate firm level). This will involve coverage of fixed income mathematics, risk management concepts, term structure modeling, derivatives valuation and credit risk analysis.

Terms: Winter 2022

Instructors: di Pietro, Vadim (Winter)

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