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FIN 428: Advanced Fixed Income Analysis and Portfolio Management

(Dual-listed with FIN 528). (3-0) Cr. 3.

Prereq: FIN 427
Advanced analysis of fixed income markets and securities, including valuation and trading of treasury securities, corporate bonds, mortgage backed securities. Analysis of structured financial securities, including CDO, CMBS, and ABS. Analysis of active and passive investment strategies for managing fixed income portfolios. Students are required to manage a fixed income portfolio for an institutional investor. A top-down approach to portfolio management is assumed, with active bets taken on market direction, duration, yield curve, and credit spreads.