Faculty: Longstaff, F.
This course is an introduction to fixed income markets and the analytic tools used by participants in these markets. By its nature, fixed income is a very broad subject that would literally take years to cover in depth. Of necessity, this course needs to be selective. We will focus primarily on the fundamental concepts underlying fixed income markets; with a solid grasp of the underlying theory, it should be much easier to pick up the rest while working in the industry. We will also have a strong emphasis on applications using realistic examples and cases. The course will be fairly quantitative with lots of formulas and number crunching.
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