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Advances in corporate finance, investment practice and the capital markets have been driven by the development of a mathematically rigorous theory for financial instruments and the markets in which they trade. This course builds on the concepts, techniques, instruments and markets introduced in EN.553.644. In addition to new topics in credit enhancement and structured securities, the focus is expanded to include applications in portfolio theory and risk management, and covers some numerical and computational approaches. Recommended Course Background: EN.553.644