15.438 Fixed Income Securities and Derivatives
Designed for students seeking to develop a sophisticated understanding of fixed income valuation and hedging methods, and to gain familiarity with the major markets and instruments. Emphasizes tools 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; and securitization. 15.437 strongly recommended.
15.438 will not be offered this semester. It will be available in the Spring semester, and will be instructed by D. Lucas.
Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in E51-395.
This class counts for a total of 9 credits.
You can find more information at the http://www.google.com/search?&q=MIT+%2B+15.438&btnG=Google+Search&inurl=https site or on the 15.438 Stellar site.
© Copyright 2015 Yasyf Mohamedali