| Call Number | 11890 |
|---|---|
| Day & Time Location |
T 10:10am-12:00pm 214 Pupin Laboratories |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Rosanna Pezzo |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Prerequisites: comfortable with algebra, calculus, probability, statistics, and stochastic calculus. The course covers the fundamentals of fixed income portfolio management. Its goal is to help the students develop concepts and tools for valuation and hedging of fixed income securities within a fixed set of parameters. There will be an emphasis on understanding how an investment professional manages a portfolio given a budget and a set of limits. |
| Web Site | Vergil |
| Department | Mathematics |
| Enrollment | 43 students (56 max) as of 9:14PM Wednesday, November 20, 2024 |
| Subject | Mathematics |
| Number | GR5340 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Note | Priority to MAFN Students. Open to Stats 9/9 and Univ. 9/11 |
| Section key | 20243MATH5340G001 |