Sep 22, 2018  
2015-16 Northeastern State University Graduate Catalog 
    
2015-16 Northeastern State University Graduate Catalog [Archived Catalog]

ACFN 5313 - Fixed Income Analysis

3 Credit Hours
A study of concepts and applications pertaining to the valuation of simple and complex fixed income investments.  Topics include: features and risks associated with fixed income investments; yield measures, spots rates, and forward rates; duration and convexity; valuing bonds with embedded options; valuing mortgage-backed and asset-backed securities, valuing interest rate derivative instruments; and general principles of credit analysis.