This course introduces students to fixed income securities and markets and prepares students for writing the fixed income parts of the Chartered Financial Analyst exams. Topics covered include debt securities, risks of investing in bonds, the pricing of fixed income securities, the measurement of interest rate risk, the term structure and volatility of interest rates, mortgage backed and asset-backed securities, the valuation of mortgage-backed and asset-backed securities, credit analysis and interest rate derivatives etc [3 credits]
This course introduces students to fixed income securities and markets and prepares students for writing the fixed income parts of the Chartered Financial Analyst exams. Topics covered include debt securities, risks of investing in bonds, the pricing of fixed income securities, the measurement of interest rate risk, the term structure and volatility of interest rates, mortgage backed and asset-backed securities, the valuation of mortgage-backed and asset-backed securities, credit analysis and interest rate derivatives etc [3 credits]
