| Call Number | 12935 |
|---|---|
| Day & Time Location |
T 10:10am-12:00pm To be announced |
| 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 | 0 students (50 max) as of 9:05PM Wednesday, April 9, 2025 |
| Subject | Mathematics |
| Number | GR5340 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | GSAS |
| Note | Priority to MAFN Students. Open to Stats 9/8 and Univ. 9/10 |
| Section key | 20253MATH5340G001 |