BUFN765

Fixed Income Derivatives

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, and the application of binomial trees for analysis of options, and a sound understanding of stochastic yield curves.

Past Semesters

Mark Taranto

0 reviews
Average rating: N/A

Haluk Unal

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Average rating: N/A

Include P/F semesters During the Spring 2020 and Spring 2021 semesters, students could choose to take some of their courses pass-fail mid-semester which skews grade data aggregated across multiple semesters.

Average GPA of 3.56 between 525 students*

A-: 15.81%

A: 40.76%

A+: 5.33%

B-: 3.24%

B: 17.71%

B+: 13.9%

C: 0.76%

C+: 0.57%

F: 0.38%

W: 0.95%

other: 0.57%

* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.