The Quantitative Finance Certificate Program has closed as of May 17, 2017. For questions, please contact us.
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
December 7-11, 2016