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Courses - Spring 2025
BUFN
Finance Department Site
Open Seats as of
12/21/2024 at 10:30 PM
BUFN744
Fixed Income Derivatives
Credits: 2
Grad Meth: Reg
Prerequisite: BUFN610; and BUFN732.
Restriction: Must be in Business and Management (Master's) program; or permission of BMGT-Robert H. Smith School of Business.
Credit only granted for: BUFN765 or BUFN744.
Formerly: BUFN765.
Surveys fixed income assets and related securities such as Exchange-traded bond options; bonds with embedded options; floating rate notes; caps, collars, and floors; floating rate notes with embedded options. Also surveys advanced tools for interest-rate and fixed-income portfolio management, including the use of derivative securities, and the application of binomial trees for analysis of options, and a sound understanding of stochastic yield curves.