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FINC 7243X Structured Fixed Income Management 45 hours; 3 credits This class introduces the valuation and application of fixed-income securities (treasury notes and corporate bonds, floating rate notes, callable bonds) and their derivatives (interest rate options: caps, floors, swaptions). The topics include bond valuation, measuring price sensitivity (convexity, duration), yield curve construction, and risk inherent in fixed income securities (interest risk, credit risk, illiquidity risk). Students will learn analytical tools used in valuation, term structure modeling, and risk management. Prerequisite: FINC 7300X DISCLAIMER The City University reserves the right, because of changing conditions, to make modifications of any nature in academic programs and requirements of the university and its constituent colleges without advanced notice. Students are advised to consult regularly with college and department counselors concerning their programs of study. Access the college's current and recent course bulletins.
45 hours; 3 credits
This class introduces the valuation and application of fixed-income securities (treasury notes and corporate bonds, floating rate notes, callable bonds) and their derivatives (interest rate options: caps, floors, swaptions). The topics include bond valuation, measuring price sensitivity (convexity, duration), yield curve construction, and risk inherent in fixed income securities (interest risk, credit risk, illiquidity risk). Students will learn analytical tools used in valuation, term structure modeling, and risk management.
Prerequisite: FINC 7300X
The City University reserves the right, because of changing conditions, to make modifications of any nature in academic programs and requirements of the university and its constituent colleges without advanced notice. Students are advised to consult regularly with college and department counselors concerning their programs of study.
Access the college's current and recent course bulletins.
