Catalog

MSRM 754 - Market Risk Management (2)

This course develops models for market risk in fixed income assets including mortgage-backed securities. The role of advanced derivatives, such as credit default swaps, special purpose vehicles and collateralized debt obligations, in hedging these risks is explored. Prerequisites: ECON 750 or MSRM 750. Restricted to Financial Analysis, Investor Relations, Business Administration, Business Administration, Business Administration, Business Administration, Financial Analysis, and Risk Management majors.