ORIE 5240

Last Updated

  • Schedule of Classes - July 2, 2026 7:07PM EDT

ORIE 5240
Bond Mathematics and Mortgage-Backed Securities

Course information provided by the 2026-2027 Catalog.

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.


Enrollment Priority Enrollment limited to: Financial Engineering Master of Engineering (MEng) students in NYC.

Last 4 Terms Offered 2025FA, 2024FA, 2023FA, 2022FA

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Syllabi: none

  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • 11020 ORIE 5240   LEC 030

  •  
    • R
    • Aug 24 - Dec 7, 2026

    • Averbukh, V

  • Instruction Mode: In Person

    Enrollment limited to: Operations Research and Information Engineering (ORIE) Master of Engineering (M.Eng.) Financial Engineering students in their third semester. Cornell Tech ORIE may be able to enroll with a written permission from their program management. After obtaining this permission, forward with email to CFEM Program Director, Prof. Victoria Averbukh (vza1).