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Sep 07, 2024
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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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