Course Schedule and Catalog
Course Schedule - Spring Semester 2007
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
MGMT 649 001 (CRN: 21894)
INTEREST RATE/CREDIT RISK MGMT
Long Title:
Department: Management
Instructor: Hund, John E.
Meeting: 2:15PM - 3:45PM TR (12-MAR-2007 - 20-APR-2007)
Part of Term: MBA Term IV
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 1.5
Course Syllabus:
Restrictions:
Must be enrolled in one of the following Program(s):
MBA
Section Max Enrollment: 50
Section Enrolled: 23
Enrollment data as of: 14-MAY-2024 4:54AM
Description: This class explores the use of bonds and fixed income derivatives to manage interest and credit risks. The focus will be on applications using these securities, rather than their valuation, although we will develop and use models to correctly price instruments such as interest rate and asset swaps, caps, and structured notes. In addition, we will discuss models of credit risk and applications of the methods developed in class for evaluating the risk in complex structured swaps and risky sovereign debt. Throughout, the emphasis in the class will be on practical applications of the analytical concepts to real data and securities.