Baruch MFE - Financial Engineering Program

MTH 9882 FIXED INCOME RISK MANAGEMENT

1.5 Hours; 1.5 Credits

This course covers fixed income products with emphasis on mortgage products. Students will learn to estimate the risk associated with fixed income products portfolios by using quantitative models. Special emphasis will be placed on explaining the pitfalls of the models before the financial crisis and how they have changed post crisis.

Mth 9814

2016-06-08T22:17:04+00:00