Graduate Course Descriptions

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.

5332. Financial Risk Management II - Fixed Income Markets

3.00 credits

Prerequisites: None.

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
To view current class enrollment click the refresh icon next to the enrollment numbers.
Term Class Number Campus Instruction Mode Instructor Section Session Schedule Enrollment Location Grading Basis Notes
Spring 2020 14818 Stamford In Person Liu, Jing MM10 Reg We 1:00pm‑4:00pm
0/68 Graded
Spring 2020 14819 Stamford In Person Liu, Jing MM11 Reg We 7:00pm‑10:00pm
0/67 Graded
Spring 2020 14329 Hartford In Person Liu, Jing R30 Reg Th 6:00pm‑9:00pm
0/51 Graded Fixed Income Markets