The following directory lists the graduate courses which the University expects to offer, although the University in no way guarantees that all such courses will be offered in any given academic year, and reserves the right to alter the list if conditions warrant. Click on the links below for a list of courses in that subject area. You may then click “View Classes” to see scheduled classes for individual courses.
Grading Basis: Graded
Bond fundamentals and risk, models of term structure, the use of interest rate derivative in hedging interest rate risk, the use of mortgage-backed and other asset-backed securities (MBS, CMBS), and other debt instruments (CDOs, CLOs etc.) to manage credit and cash flow risks, in addition to valuation and trading strategies of pooled assets and derivative bonds using Monte Carlo and option pricing techniques.
Last Refreshed: 19-SEP-19 05.20.16.268841 AM
|Term||Class Number||Campus||Instruction Mode||Instructor||Section||Session||Schedule||Enrollment||Location||Grading Basis||Notes|
|1203 14818 1 MM10||Spring 2020||14818||Stamford||In Person||Liu, Jing||MM10||Reg||We 1:00pm‑4:00pm
|1203 14819 1 MM11||Spring 2020||14819||Stamford||In Person||Liu, Jing||MM11||Reg||We 7:00pm‑10:00pm
|1203 14329 1 R30||Spring 2020||14329||Hartford||In Person||Liu, Jing||R30||Reg||Th 6:00pm‑9:00pm
||0/51||Graded||Fixed Income Markets|