15.438 Fixed Income Securities and Derivatives
Develops an overall familiarity with fixed income markets and instruments, and a sophisticated understanding of tools - for valuation, and for quantifying, hedging, and speculating on risk. Topics include duration; convexity; modern approaches to modeling the yield curve; interest rate forwards, futures, swaps and options; credit risk and credit derivatives; mortgages; securitization; and public policy and regulation. 15.437 strongly recommended.
15.438 will be offered this semester (Spring 2019). It is instructed by D. Lucas.
Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in E62-223.
This class counts for a total of 9 credits.
You can find more information at the MIT + 15.438 - Google Search site.
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