FRL 4321 - Bond Market Analysis and Investment Management (3)

Covers features of markets for fixed income securities and their respective derivatives. Focuses on the mechanics of fixed income markets, valuation, and portfolio risk management techniques. Projects with real world data will provide hands-on experiences with fixed income investments. Topics include types of bond pricing and yields, duration and convexity, term structure of interest rates, forward and swaps, and credit risk.

Prerequisite(s): FRL 3301.
Grading Basis: Graded Only
Repeat for Credit: May be taken only once
When Offered: As needed; see Academic Department
Course Category: Major Elective Course