Keith Godfrey

Full Executive Professor, Alberta School of Business - Department of Finance

Contact

Full Executive Professor, Alberta School of Business - Department of Finance
Email
keith1@ualberta.ca
Phone
(780) 492-7818
Address
1.23(b) Business Building
11203 Saskatchewan Drive NW
Edmonton AB
T6G 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 488 - Selected Topics in Finance

Normally restricted to third- and fourth-year Business students. Prerequisites: FIN 301 or consent of Department. Additional prerequisites may be required.


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.


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