2020-2021 Undergraduate Academic Catalogue 
    Sep 21, 2021  
2020-2021 Undergraduate Academic Catalogue [ARCHIVED CATALOG]

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FI 380 - Fixed Income Securities: Valuation and Markets

(3.00 cr.)

Provides students with a fundamental understanding of the pricing of bonds and operation of the bond market. Emphasis is placed on the various types of bonds and their characteristics and the risks associated with bonds. The mathematics of bond pricing and duration are also explored. The determination of interest rates, the behavior of interest rates, and the risk and term structure of interest rates are integral parts of the course. Additional topics include covenants, the effects of monetary policy, bond derivatives, and embedded options such as puts, calls, and conversion features.

Prerequisite: FI 320  or BH 320 .
Sessions Typically Offered: Fall/Spring
Years Typically Offered: Annually

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