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Vue d'ensemble
Finance : Fixed income securities and their uses for financial engineering as well as risk management at both the trading desk and the aggregate firm level. This will involve a treatment of basic fixed income mathematics, risk management concepts, term structure modelling, derivatives valuation theory and credit risk analysis.
Trimestres : Automne 2014
Charg茅s de cours : di Pietro, Vadim (Fall)
Prerequisite: FINE 646.