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Fall 2017 Mathematics GR5340 section 001
FIXED INCOME PORTFOLIO MGMT

Call Number 20154
Day & Time
Location
F 6:10pm-8:00pm
417 Mathematics Building
Points 3
Approvals Required None
Instructor Rosanna Pezzo
Type LECTURE
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 CourseWorks
Department Mathematics
Enrollment 32 students (60 max) as of 7:01PM Saturday, September 23, 2017
Subject Mathematics
Number GR5340
Section 001
Division Graduate School of Arts and Sciences
Open To Graduate School of Arts and Science
Campus Morningside
Note MAFN students only. Open to the University 9/11
Section key 20173MATH5340G001

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SIS update 09/23/17 19:01    web update 09/24/17 15:03