MFIN 708 - Fixed-Income Securities
- Prerequisite: Must have completed FINANCE 601
This course provides students with an understanding of fixed-income securities and their markets. In particular, the course will cover the models and methods used to value, analyze and hedge interest-rate products and derivatives by participants in the finance industry. Examples of these models are spot rate models (e.g., Hull-White), the Heath-Jarrow-Morton (HJM) forward rate model, and the Libor Market Models (LMM). The course integrates theory and practice and focuses on the implementation and calibration of these model using market data, as well as their derivation. Methods and tools needed to understand the models and related theory will also be developed
Course Offerings
Fall 2024
| Code |
Section |
Day |
Start |
End |
Room |
Instructor |
Outline |
| 708 |
C01 |
TUE |
11:30 |
14:20 |
See avenue or mosaic |
Dr. Peter Miu |
Outline |
Fall 2023
| Code |
Section |
Day |
Start |
End |
Room |
Instructor |
Outline |
| 708 |
C01 |
TUE |
19:00 |
21:45 |
Refer to A2L or Mosaic |
Otto Yung |
Outline |
Fall 2022
| Code |
Section |
Day |
Start |
End |
Room |
Instructor |
Outline |
| 708 |
C01 |
FRI |
8:30 |
11:30 |
DSB B105 |
Otto Yung |
Outline |
| 708 |
C02 |
THU |
19:00 |
22:00 |
DSB B105 |
Otto Yung |
Outline |
Winter 2022
| Code |
Section |
Day |
Start |
End |
Room |
Instructor |
Outline |
| 708 |
C01 |
MON |
11:30 |
14:20 |
TBA TBA |
Luo |
Outline |
| 708 |
C02 |
MON |
14:30 |
17:20 |
TBA TBA |
Luo |
Outline |
Fall 2021
| Code |
Section |
Day |
Start |
End |
Room |
Instructor |
Outline |
| 708 |
C01 |
THU |
8:30 |
11:20 |
Virtual |
Luo |
Outline |
Fall 2020
| Code |
Section |
Day |
Start |
End |
Room |
Instructor |
Outline |
| 708 |
C01 |
TUE |
9:30 |
12:20 |
VIRTUAL |
Luo |
Outline |
| 708 |
C02 |
MON |
19:00 |
22:00 |
VIRTUAL |
Luo |
Outline |
Fall 2019
| Code |
Section |
Day |
Start |
End |
Room |
Instructor |
Outline |
| 708 |
C01 |
TUE |
11:30 |
14:30 |
DSB 505 |
Miu |
Outline |
| 708 |
C02 |
WED |
11:30 |
14:30 |
DSB 505 |
Miu |
Outline |
Fall 2018
| Code |
Section |
Day |
Start |
End |
Room |
Instructor |
Outline |
| 708 |
C01 |
FRI |
12:30 |
15:20 |
T13 107 |
Pandher |
Outline |
| 708 |
C02 |
FRI |
15:30 |
18:30 |
ABB 162 |
Pandher |
Outline |
Course Offerings Archive Submission Form
If you need an outline from an earlier
semester, please use this form to contact us. Outlines for current and future
courses will be posted here on the website as they become available.
