ORIE 5240

Last Updated

  • Schedule of Classes - August 2, 2023 12:50PM EDT
  • Course Catalog - April 3, 2023 12:59PM EDT

ORIE 5240
Bond Mathematics and Mortgage-Backed Securities

Course information provided by the Courses of Study 2022-2023. Courses of Study 2022-2023 is scheduled to publish mid-June.

A transaction-oriented course covering U.S. Bond markets. The course covers valuation, trading strategies, and risk profiles of bonds, with a special emphasis on mortgage-backed securities.

When Offered Fall.

Permission Note Enrollment limited to: Financial Engineering M.Eng. students in NYC.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  •  9459 ORIE 5240   LEC 030

  •  
    • T
    • Aug 22 - Dec 5, 2022

    • Averbukh, V

  • Instruction Mode: In Person
    Taught in NYC. Enrollment limited to MEng Financial Engineering students and Cornell Tech ORIE students. Cornell Tech ORIE students MUST receive permission from Victoria Averbukh (vza1@cornell.edu) and the instructor.