ANALYSIS OF FIXED INCOME SECURITIES

FINANCE 340

Analysis of fixed income, bond markets. Introduce tools for evaluating bonds and making decisions about trading and hedging portfolios of fixed income securities. Focus on government bonds and derivative securities. Consider basic ways to price bonds using techniques that are well established on Wall St. Introduces basic trading strategies based on exploiting mis-priced securities. Strategize ways to measure and minimize risk. Other topics include repo financing, mortgage markets, and basic issues involving default risk of corporate bonds.

FINANCE 730

Covers the pricing and uses of the most common derivative contracts including options, forward contracts, futures contracts, and exchange-traded funds (ETFs). Also emphasizes a practical understanding of trading and management of portfolios of these contracts, and makes use of an online trading platform. Mathematical and statistical analyses are used throughout.

FINANCE 330

Pricing and uses of the most common derivatives including options, forward contracts, futures contracts, and swaps.

FINANCE 645

Focuses on industry analysis and security selection, with particular emphasis on identification of value drivers and on communicating the idea to a portfolio manager.

FINANCE 640

Thorough grounding in credit instruments. Topics include loans, bonds, credit default swaps, and trading strategies.