The valuation and management of interest-rate contracts. The main focus is on the behaviour of bond portfolios and related risk-management techniques. The institutional features of North American fixed-income markets complete the course. Prerequisites: FIN 301, 412.
| Section | Capacity | Class times | Instructor(s) |
|---|---|---|---|
| 40 |
2024-01-08 - 2024-04-12 (TR)
09:30 - 10:50
BUS 3-10
|
Primary Instructor: Keith Godfrey
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| Section | Capacity | Class times | Instructor(s) |
|---|---|---|---|
|
LECTURE A01
(46282) |
50 |
2024-09-03 - 2024-12-09 (TR)
09:30 - 10:50
BUS B-05
|
|
| Section | Capacity | Class times | Instructor(s) |
|---|---|---|---|
|
LECTURE B01
(71630) |
50 |
2025-01-06 - 2025-04-09 (TR)
09:30 - 10:50
BUS 3-10
|
|
|
LECTURE B02
(78454) |
50 |
2025-01-06 - 2025-04-09 (TR)
11:00 - 12:20
T 1-090
|
|