Contact
Associate Professor, Alberta School of Business - Department of Finance
- colin.ward@ualberta.ca
- Phone
- (780) 492-9378
- Address
-
2-32J Business Building
11203 Saskatchewan Drive NWEdmonton ABT6G 2R6
Courses
FIN 418 - Fixed Income
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.
FIN 618 - Fixed Income
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.
FIN 703 - Quantitative Finance
Provides advanced mathematical coverage of important topics in finance. Potential topics include continuous-time models of asset pricing and portfolio choice, pricing and hedging of derivative securities, and the applications of contingent claim pricing models to the valuation of real assets and corporate liabilities. Prerequisite: Open to doctoral students in the Faculty of Business, the Department of Economics and the Program of Mathematical Finance. For all other students, written permission of instructor required. Approval of the Business PhD Program Director is also required for non-PhD students.