Photo of Stephan Dieckmann

Stephan Dieckmann

Deputy Vice Dean of Academic Affairs in the MBA Program Office.

Adjunct Associate Professor of Finance

Research Interests: dynamic asset pricing, fixed income markets, risk management, in particular rare event risk and credit risk, insurance economics, financial econometrics

Links: Personal Website


  • FNCE235 - Fixed Income Securities

    FNCE 235 is a rigorous study of fixed income securities, including default-free bonds, floating rate notes, and corporate bonds. Closely related financial instruments such as forwards and futures on fixed income securities, bond options, and interest rate swaps are also examined. In addition to analyzing specific types of fixed income securities, there will be an examination of the tools used in bond portfolio management.

    FNCE235001  ( Syllabus

  • FNCE725 - Fixed Income Securities

    FNCE 725 is a rigorous study of fixed income securities, including default-free bonds, floating rate notes, and corporate bonds. Closely related financial instruments such as forwards and futures on fixed income securities, bond options, and interest rate swaps are also examined. In addition to analyzing specific types of fixed income securities, there will be an examination of the tools used in bond portfolio management.

    FNCE725001  ( Syllabus