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MSF 545 - Structured Fixed Income Portfolios

Course Description: 

This course will cover the characteristics, valuation and risk management of fixed income instruments. These instruments include bonds, repos, interest rate derivatives, inflation indexed securities, mortgage-backed and asset-backed securities, CDOs and default swaps. The focus will be on understanding how these instruments are structured and used. Term structure modeling and hedging techniques will be presented, with a minimum of mathematics.




[(MSF 504 with min. grade of C and MSF 505 with min. grade of C)]