Fall 2023 Mathematics GR5340 section 001

FIXED INCOME PORTFOLIO MGMT

FIXED INCOME PORTFOLIO MG

Call Number 10990
Day & Time
Location
T 10:10am-12:00pm
332 Uris Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rosanna Pezzo
Type LECTURE
Method of Instruction In-Person
Course Description Prerequisites: comfortable with algebra, calculus, probability, statistics, and stochastic calculus. The course covers the fundamentals of fixed income portfolio management. Its goal is to help the students develop concepts and tools for valuation and hedging of fixed income securities within a fixed set of parameters. There will be an emphasis on understanding how an investment professional manages a portfolio given a budget and a set of limits.
Web Site Vergil
Department Mathematics
Enrollment 39 students (54 max) as of 12:06PM Thursday, March 28, 2024
Subject Mathematics
Number GR5340
Section 001
Division Graduate School of Arts and Sciences
Campus Morningside
Note Priority to MAFN Students. Open to Stats 9/6 and Univ. 9/13
Section key 20233MATH5340G001