Legacy Course Catalog
MGMT 511 - Fixed Income Securities
| Effectivity: | 08/20/2007 - Fall 2007 *** @ Purdue West Lafayette Traditional |
|---|---|
| Credits: | 2 |
| Instructional Types: | Lec |
| Usually Offered: | fal spr |
| Short Title: | Fixed Income Security |
| Description: | Introduction to fixed income securities. Discusses a variety of contracts-starting with pure discount bonds, coupon bonds, and callable bonds. Continues with options on bonds, caps, floors, and interest rate swaps. Introduces the theory of the term structure and present models for pricing fixed income securities. Topics include: spot and forward markets for debt instruments, simple models for interest rate risk management, duration, convexity, organized exchange-traded interest rate contracts, interest rate swaps, pricing relationships and the theory of the term structure, and single factor models for pricing interest rate claims. |
| School: | School Of Management |
| Department: | School Of Management - Adm & Instr |
| Credit By Exam: | NO |
| Repeatable Flag: | NO |
| Temporary Flag: | NO |
| Full Time Privilege Flag: | NO |
| Honors Flag: | NO |
| Registration Approval Type: | Department |
| Variable Title Flag: | NO |
Fall 2007 *** indicates the course was still an active course and was transferred to the Banner Catalog effective Spring 2008. This course was not expired Fall 2007.
