MSFA 738 - Fixed Income Valuation II

Unit(s): 2

Valuation of advanced fixed income securities including collateralized mortgage obligations (CMOs), other securitized assets, and collateralized debt obligations (CDOs). Emphasis is on using probability models in the valuation process.

Prerequisite: concurrent ECON 722 or concurrent MSFA 722
Restriction: Field of study restricted to Financial Analysis Major
School of Management