2 classes matched your search criteria.
FINA 6121 is also offered in Spring 2025
FINA 6121 is also offered in Spring 2024
FINA 6121 is also offered in Spring 2023
FINA 6121 is also offered in Spring 2022
Spring 2016 | FINA 6121 Section 001: Debt Markets, Interest Rates, and Hedging (48276)
- Instructor(s)
- Class Component:
- Lecture
- Credits:
- 2 Credits
- Grading Basis:
- A-F only
- Instructor Consent:
- No Special Consent Required
- Instruction Mode:
- In Person Term Based
- Times and Locations:
First Half of Term
Tue,
Thu 09:55AM - 11:35AM
UMTC, West Bank
Carlson School of Management L-114
- Also Offered:
- Course Catalog Description:
- Bond valuation: yield conventions, spot/forward rates, term structure, binomial pricing, static/option-adjusted spread. Duration: PVBP, Macauley/modified/effective duration, convexity. Portfolio management, hedging: dedicated, immunization, horizon matching, contingent, indexing, portfolio insurance, hedging. Treasury market: role of Fed, auctions, primary dealers, market conventions, bills, notes, bonds, strips, repos. Fixed income markets: agency, corporate, private placement, securitization, municipal. prereq: MBA 6230, MBA student
- Class Description:
- Bond valuation: yield conventions, spot/forward rates, term structure, binomial pricing, static/option-adjusted spread. Duration: PVBP, Macauley/modified/effective duration, convexity. Portfolio management, hedging: dedicated, immunization, horizon matching, contingent, indexing, portfolio insurance, hedging. Treasury market: role of Fed, auctions, primary dealers, market conventions, bills, notes, bonds, strips, repos. Fixed income markets: agency, corporate, private placement, securitization, municipal.
- Textbooks:
- https://bookstores.umn.edu/course-lookup/48276/1163
- Instructor Supplied Information Last Updated:
- 9 April 2008
Spring 2016 | FINA 6121 Section 060: Debt Markets, Interest Rates, and Hedging (48277)
- Instructor(s)
- Class Component:
- Lecture
- Credits:
- 2 Credits
- Grading Basis:
- A-F only
- Instructor Consent:
- No Special Consent Required
- Instruction Mode:
- In Person Term Based
- Times and Locations:
First Half of Term
UMTC, West Bank
Carlson School of Management 1-135
- Also Offered:
- Course Catalog Description:
- Bond valuation: yield conventions, spot/forward rates, term structure, binomial pricing, static/option-adjusted spread. Duration: PVBP, Macauley/modified/effective duration, convexity. Portfolio management, hedging: dedicated, immunization, horizon matching, contingent, indexing, portfolio insurance, hedging. Treasury market: role of Fed, auctions, primary dealers, market conventions, bills, notes, bonds, strips, repos. Fixed income markets: agency, corporate, private placement, securitization, municipal. prereq: MBA 6230, MBA student
- Class Description:
- Bond valuation: yield conventions, spot/forward rates, term structure, binomial pricing, static/option-adjusted spread. Duration: PVBP, Macauley/modified/effective duration, convexity. Portfolio management, hedging: dedicated, immunization, horizon matching, contingent, indexing, portfolio insurance, hedging. Treasury market: role of Fed, auctions, primary dealers, market conventions, bills, notes, bonds, strips, repos. Fixed income markets: agency, corporate, private placement, securitization, municipal.
- Textbooks:
- https://bookstores.umn.edu/course-lookup/48277/1163
- Instructor Supplied Information Last Updated:
- 9 April 2008
ClassInfo Links - Spring 2016 Finance Classes