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Fall 2019 Mathematics GR5340 section 001
FIXED INCOME PORTFOLIO MGMT

Call Number 50718
Day & Time
Location
F 6:10pm-8:00pm
203 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rosanna Pezzo
Type LECTURE
Method of Instruction Classroom
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 20 students (40 max) as of 8:04AM Sunday, December 15, 2019
Status Full
Subject Mathematics
Number GR5340
Section 001
Division Graduate School of Arts and Sciences
Open To Schools of the Arts, Barnard College, Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, Global Programs, General Studies, SIPA, Professional Studies
Campus Morningside
Note MAFN students only. Open to the University 9/9
Section key 20193MATH5340G001

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SIS update 12/15/19 08:04    web update 12/15/19 17:19