Week 3 — April 17: MBS, Corporate Bonds & Fixed Income Strategies
Topics: Mortgage-backed securities, corporate bonds, conviction and quantitative fixed income strategies
Assignment Due: Individual HW 1 — Bond Pricing & Risk Attribution (30 points)
Key Concepts
- Mortgage-backed securities: structure, prepayment risk, agency vs. non-agency
- Corporate bond markets: investment grade vs. high yield
- Fixed income investment strategies: conviction-based and quantitative approaches