Course Details

Fixed Income Portfolio Management

 

X51.9015 / $750
SPRING 2010
Continuing Education: Finance

 

Develop an understanding of the theories and quantitative methods of portfolio optimization, forecasting, and risk management. It covers market inefficiency and how it can be exploited with strategy development, as well as issues specific to the management of fixed income portfolios, including funding, yield curve dynamics, and monetary economics. Additional topics include international markets and foreign exchange, financial market history, and the management of mortgage and credit instruments. Basic understanding of statistics, college algebra, fixed income securities, macroeconomics, and modeling in MS Excel are required.

 

Prerequisites:
Prerequisite: Fixed Income Securities/X51.9104 or equivalent knowledge.

This course is applicable toward:

• Certificates in Portfolio Management
• Certificates in Financial Risk Management
• Certificates in Financial Analysis

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Related Subject Areas: Corporate Finance, Financial Analysis, Financial Risk Management, Portfolio Management

 

 

 

Section 1

 

Monday 6:30pm-9:00pm
February 22 - April 26

No class 3/29, 4/5.

 

8 Sessions

Instructor: Zachary Michaelson  
Location: Norman Thomas Center, 111 E 33