This course covers markets for interest rate-paying securities. The valuation of such securities will be covered, as will tools and techniques for the management of interest rate risk. This will include a discussion of the pricing and uses of various interest rate derivative securities, such as swaps, options on swaps (swaptions), futures, and forward rate agreements. Further, aspects of the underwriting process, of interest to potential issuers of such securities, will be discussed. Restricted to students registered in the MFM Program.
| Section | Capacity | Class times | Login to view Instructor(s) and Location |
|---|---|---|---|
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LECTURE 850
(79453) |
50 |
2025-02-24 - 2025-04-09
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This course discusses the characteristics and valuation of fixed income securities. It provides tools to manage interest rate risk, including interest rate derivatives (swaps, swaptions, futures and forward rate agreements).Restricted to students registered in the MFM Program.
| Section | Capacity | Class times | Login to view Instructor(s) and Location |
|---|---|---|---|
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LECTURE 800
(31618) |
50 |
2025-05-05 - 2025-06-11
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This course discusses the characteristics and valuation of fixed income securities. It provides tools to manage interest rate risk, including interest rate derivatives (swaps, swaptions, futures and forward rate agreements).Restricted to students registered in the MFM Program.
| Section | Capacity | Class times | Login to view Instructor(s) and Location |
|---|---|---|---|
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LECTURE 850
(40980) |
50 |
2025-07-07 - 2025-08-13
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LECTURE 851
(40990) |
50 |
2025-07-07 - 2025-08-13
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This course discusses the characteristics and valuation of fixed income securities. It provides tools to manage interest rate risk, including interest rate derivatives (swaps, swaptions, futures and forward rate agreements).Restricted to students registered in the MFM Program.
| Section | Capacity | Class times | Login to view Instructor(s) and Location |
|---|---|---|---|
|
LECTURE 800
(57349) |
50 |
2025-10-20 - 2025-12-08
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