Fall 2016  |  FINA 6121 Section 060: Debt Markets, Interest Rates, and Hedging (19736)

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:
Second Half of Term
 
10/25/2016 - 12/14/2016
Mon 05:45PM - 09:05PM
UMTC, West Bank
Carlson School of Management 1-143
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/19736/1169
Instructor Supplied Information Last Updated:
9 April 2008

ClassInfo Links - Fall 2016 Finance Classes

To link directly to this ClassInfo page from your website or to save it as a bookmark, use:
http://classinfo.umn.edu/?subject=FINA&catalog_nbr=6121&term=1169
To see a URL-only list for use in the Faculty Center URL fields, use:
http://classinfo.umn.edu/?subject=FINA&catalog_nbr=6121&term=1169&url=1
To see this page output as XML, use:
http://classinfo.umn.edu/?subject=FINA&catalog_nbr=6121&term=1169&xml=1
To see this page output as JSON, use:
http://classinfo.umn.edu/?subject=FINA&catalog_nbr=6121&term=1169&json=1
To see this page output as CSV, use:
http://classinfo.umn.edu/?subject=FINA&catalog_nbr=6121&term=1169&csv=1
Schedule Viewer
8 am
9 am
10 am
11 am
12 pm
1 pm
2 pm
3 pm
4 pm
5 pm
6 pm
7 pm
8 pm
9 pm
10 pm
s
m
t
w
t
f
s
?
Class Title