| Call Number | 13589 |
|---|---|
| Day, Time & Location | View Class Schedule & Location in Vergil |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Rosanna Pezzo-Brizio |
| 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. |
| Department | Mathematics |
| Enrollment | 0 students (65 max) as of 9:06PM Wednesday, October 14, 2026 |
| Subject | Mathematics |
| Number | GR5340 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | GSAS |
| Note | MAFN Students ONLY. Open to STATS 1/11. |
| Section key | 20271MATH5340G001 |