Fixed Income and Credit Markets

Fixed Income and Credit Markets, Stanford Quantitative Finance Certificate

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