UMD BUFN 765 Entire Course

University of Maryland BUFN 765 Fixed Income Derivatives Entire Course

Surveys fixed income assets and related securities such as Exchange-traded bond options; bonds with embedded options; floating rate notes; caps, collars, and floors; floating rate notes with embedded options. Also, surveys advanced tools for interest-rate and fixed-income portfolio management, including the use of derivative securities, the application of binomial trees for analysis of options, and a sound understanding of stochastic yield curves.
Note: This entire course includes discussions, assignments, course projects, and exams.