This course is designed to provide a deeper understanding for the characteristics of fixed income securities, and develop tools for valuing these securities and managing their interest rate risk and credit risk.This course is designed to provide a deeper understanding for the characteristics of fixed income securities, and develop tools for valuing these securities and managing their interest rate risk and credit risk.
先修課程：衍生性金融商品(一)
課程概述：
In the simplest form, fixed income securities are characterized by pre-determined cash-flows that occur at fixed points in time. Now, we generally view any fixed income instrument as one in which its value depends on the level of interest rates and/or the health of the underlying assets. This course is designed to provide a deeper understanding of the characteristics of fixed income securities, and develop tools for valuing these securities and managing their interest rate risk and credit risk.
Prerequisite Course: Derivative Financial Products (1)
Course Overview:
In the simplest form, fixed income securities are characterized by pre-determined cash-flows that occur at fixed points in time. Now, we generally view any fixed income instrument as one in which its value depends on the level of interest rates and/or the health of the underlying assets. This course is designed to provide a deeper understanding of the characteristics of fixed income securities, and develop tools for valuing these securities and managing their interest rate risk and credit risk.
Fabozzi, F. J., 2013. Bond Markets, Analysis, and Strategies, 8th edition, 雙葉書廊.
Fabozzi, F. J., 2013. Bond Markets, Analysis, and Strategies, 8th edition, Shuangye Bookstore.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Mid-term ExamMid-term Exam Mid-term Exam |
30 | |
| Final ExamFinal Exam Final Exam |
20 | |
| Quiz and reportQuiz and report Quiz and report |
40 | |
| Class participationClass participation Class participation |
10 |
