Dec 04, 2023  
2021-2022 Graduate Catalog 
2021-2022 Graduate Catalog [Not Current Academic Year. Consult with Your Academic Advisor for Your Catalog Year]

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FINA 7A41 - Fixed Income II

Credit Hours: 1.5
Lecture Contact Hours: 1.5   Lab Contact Hours: 0
Prerequisite: Graduate standing and FINA 7A40.

This course covers models and techniques to price interest rate derivatives and securitized products. This will include basics of interest rate futures and options; modeling techniques such as Vasicek and Black, Derman, Toy and the basics of securitization with a focus on Mortgage Backed Securities (MBS).
Repeatability: N

Additional Fee: N Fee Type N

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