• Skip to Content

Kelley School of Business Indiana University
  • Programs
    • Undergraduate
    • Full-Time MBA
    • Kelley Direct Online MBA
    • Online Master’s Degrees
    • +Kelley
    • 3/2 MBA
    • MS in Accounting with Data and Analytics
    • MS in Finance
    • MS in Healthcare Management
    • MS in Information Systems
    • PhD
    • Executive Degree Programs
    • Executive Education
    • Indianapolis Programs
    • International Programs
  • Faculty & Research
    • Research & Publications
    • Faculty Directory
    • Departments & Majors
    • Centers & Institutes
    • Courses
  • Recruiters & Corporate Relations
    • Graduate Career Services
    • Undergraduate Career Services
    • Indianapolis Career Services
    • Alumni Career Resources
    • Corporate & Foundation Relations
    • Indianapolis Corporate & Foundation Relations
  • Diversity
    • Undergraduate Initiatives
    • Graduate Initiatives
    • Indianapolis Initiatives
    • Alumni Legacies
  • Alumni
    • Who We Are
    • Get Involved
    • Career & Professional Development
    • Awards
    • Events
    • Contact Us
  • About Us
    • Dean's Welcome
    • Administration
    • Kelley Women
    • School Profile
    • History
    • Visit Bloomington
    • Visit Indianapolis
    • Contact
    • Directory
    • Social Media Directory
    • Rankings
  • More
    • Centers & Institutes
    • Directory
    • News & Events
    • Give
    • Kelley Store
  1. Home
  2. Faculty & Research
  3. Courses

BUS-F 528 Fixed Income Investments

  • 7 weeks
  • 1.5 credits
  • Prerequisite(s): BUS-F520

This course begins with description and valuation of fixed income securities, including treasury, corporate, and municipal bonds and mortgage backed securities. Discussion of fixed income portfolio strategies will include interest rate risk management and the use of derivatives such as swaps, futures, and options.

  • Review of bond math
  • Term structure theories and evidence
  • Simple bond portfolio strategies: duration and convexity
  • Treasury securities: market details and pricing
  • Agency, municipal, and corporate bonds: survey of markets
  • Mortgage and other asset backed securities: markets and pricing issues
  • Derivatives and their uses

Course Materials: Fabozzi and Fabozzi, Bonds Markets: Analysis and Strategies. Packet of selected reading from practitioner journals.

Course grade will be based on some average of exam(s), written assignments, and problem sets.

Social media

  • Facebook for the Kelley School of Business Full-Time MBA Program
  • Twitter for the Kelley School of Business Full-Time MBA Program
  • Linkedin for the Kelley School of Business Full-Time MBA Program
  • Blog for the Kelley School of Business Full-Time MBA Program
  • Instagram for the Kelley School of Business Full-Time MBA Program
  • Youtube for the Kelley School of Business Full-Time MBA Program

Additional resources

  • Accessibility
  • Privacy Notice
  • Copyright © 2023 The Trustees of Indiana University