Winter Term 2025 (1900)
FIN 418 - Fixed Income
3 units (fi 6)(EITHER, 3-0-0)
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.
LECTURE B01 (71630)
2025-01-06 - 2025-04-09
TR 09:30 - 10:50
LECTURE B02 (78454)
2025-01-06 - 2025-04-09
TR 11:00 - 12:20
FIN 618 - Fixed Income
3 units (fi 6)(EITHER, 3-0-0)
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. Prerequisite: FIN 601 or FIN 501 or FIN 503.
LECTURE X50 (75732)
2025-01-06 - 2025-04-09
R 18:00 - 21:00
Winter Term 2026 (1940)
FIN 418 - Fixed Income
3 units (fi 6)(EITHER, 3-0-0)
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.
LECTURE B01 (81445)
2026-01-05 - 2026-04-10
TR 09:30 - 10:50
LECTURE B02 (86872)
2026-01-05 - 2026-04-10
TR 11:00 - 12:20
FIN 618 - Fixed Income
3 units (fi 6)(EITHER, 3-0-0)
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. Prerequisite: FIN 601 or FIN 501 or FIN 503.
LECTURE B02 (88600)
2026-01-05 - 2026-04-10
TR 11:00 - 12:20