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Fixed Income Securities (FINC-464-0)
1.00 Credit

Description:

This course counts toward the following majors: Analytical Finance, Finance.

This advanced course is designed for students seeking a sophisticated understanding of fixed income valuation and hedging methods, and a basic familiarity with the major markets and instruments. Tools include duration, convexity, yield curve models, option pricing models and value at risk, which are used to understand pricing and hedging of forwards, futures and swaps, asset-backed securities and other fixed income derivatives. This information is most useful for students planning a career in sales and trading, portfolio management, banking or financial consulting. The course also surveys some of the institutional features of these markets. Prerequisites: FINC-441. FINC-465 is strongly recommended.

Prerequisites:
All Students: FINC-440-0 OR FINC-441-0

Corequisites:
None

 
We are currently in the Fall 2009 quarter.

 
Academic Year: 2009-2010
Quarter: Fall 2009
This course has not yet been scheduled.
 
Academic Year: 2009-2010
Quarter: Winter 2010
This course has not yet been scheduled.
 
Academic Year: 2009-2010
Quarter: Spring 2010
Sec ID Instructor Day Time Location
61 Carmel MR 10:30 - 12:00 Jacobs (TBD)
71 Carmel R 18:00 - 21:00 Wieboldt (TBD)
 
Academic Year: 2009-2010
Quarter: Summer 2010
This course has not yet been scheduled.


* indicates Sections where First Session is Mandatory.
+ indicates Sections with Second Year Preference.

Please send questions to kellogg-registrar@kellogg.northwestern.edu .

 
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