FIN 4280: Advanced Fixed Income Analysis and Portfolio Management
(Dual-listed with FIN 5280).
Credits: 3. Contact Hours: Lecture 3.
Prereq: FIN 4270
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.