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Apr 18, 2024
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2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]
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FRE-GY 6491 Credit Risk & Financial Risk Management1.5 Credits
This course provides an overview and analysis of the market for debt obligations of state and local governments. Topics will include the micro structure of the market, including the types of debt issued, and characteristics of the buyers. Federal and state taxation of munis will be discussed, along with industry regulatory structure. Bond structure, risk assessment and risk management using cash bonds, futures and options will be covered.
Prerequisite(s): FRE-GY 6411 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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