Fixed Income Risk Management
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Overview
Subject area
MTH
Catalog Number
9882
Course Title
Fixed Income Risk Management
Department(s)
Description
This course covers fixed income products with emphasis on mortgage products. Students will learn to estimate the risk associated with fixed income products portfolios by using quantitative models. Special emphasis will be placed on explaining the pitfalls of the models before the financial crisis and how they have changed post crisis.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5
Requisites
023075