Fixed Income and Credit Markets

Fixed Income and Credit Markets, Stanford Quantitative Finance Certificate

The Quantitative Finance Certificate Program has closed as of May 17, 2017. For questions, please contact us.

Course Description

Expand your knowledge of fixed-income and credit securities, including government, corporate and other bonds, interest rate and credit default swaps, and structured products such as collateralized debt obligations and mortgage-backed securities. Practical, data-driven case studies will be used to illustrate the material. Analyze trading, pricing, and hedging problems in practice.

Learn How To:

  • Price securities with fixed cash flows
  • Measure interest rate risk and hedge
  • Perform active and passive bond portfolio management
  • Analyze the term structure of interest rates
  • Navigate repo markets
  • Analyze and manage default risk


  • Professor Kay Giesecke

Course Days

December 7-11, 2016