FINA 6336 — Fixed-Income Securities and Derivatives
3 semester hoursGraduateLectureusually offered: falltypical days: M/WBostonTraditional
Exposes students to theory, applications, and evidence concerning highly sensitive interest-rate products. Designed for students seeking to develop understanding of fixed-income valuation and hedging methods and familiarity with major markets and instruments. Emphasizes tools for quantifying, edging, and speculations. Topics include duration; convexity; approaches to modeling the yield curve; interest-rate forward; futures, swaps, and options; credit risk and credit derivative; mortgages; and securitization.
Prerequisites
Offering history
| Term | Sections | Enrolled | Capacity | Full | Open seats/section |
|---|---|---|---|---|---|
| Fall 2023 | 1 | 39 | 40 | 98% | 1.0 |
| Spring 2024 | 1 | 28 | 40 | 70% | 12.0 |
| Fall 2024 | 1 | 38 | 40 | 95% | 2.0 |
| Fall 2025 | 1 | 13 | 40 | 33% | 27.0 |
Snapshots from scheduled scrapes — not live seat availability. "Full" can exceed 100% when sections over-enroll.
Meeting times
Share of recent sections by weekday: M 100% · T 0% · W 76% · Th 24% · F 0%
Common patterns: MW (76% of sections), MR (24% of sections) — in patterns, R means Thursday
Professors
Fall
- Apoorva Koticha (86% of students) · reviews
- Fan Li (14% of students) · reviews
Spring
- Apoorva Koticha (100% of students) · reviews
Percentages are each professor's average share of the season's enrolled students in recent terms.
Links
Official catalog (FINA course descriptions) · Student reviews on RateMyHusky · All FINA courses · Plan it at numap.app