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Fixed-Income Portfolio Management

Develop an understanding of the theories and quantitative methods of portfolio optimization, forecasting, and risk management. This course covers market inefficiency, examining how it can be exploited through strategic development. Issues specific to the management of fixed-income portfolios, including funding, yield curve dynamics, and monetary economics, are covered. Additional topics include international markets and foreign exchange, financial market history, and the management of mortgage and credit instruments.

More details

You'll Walk Away with

  • An understanding of the theories and quantitative methods of portfolio optimization, forecasting, and risk management
  • Knowledge of how market inefficiency can be exploited through strategic development

Ideal for

  • Professionals with some knowledge of portfolio management
  • Students interested in a career in asset management

1 section

  • Spring 2018
    • Section

      001
    • Semester

      Spring 2018
    • Date

      Mar 6 - Mar 29
    • Day

      Tu, Th
    • Time

      6:00PM-8:30PM
      • In-Person
    • Format

      In-Person
      • In-Person
    • Sessions

      8
    • Location

      Midtown Center