使修課同學認識債券市場運作，孰悉各類債務工具特性與風險，進而能妥善運用各種交易策略或從事債務商品創新工作。Let students in the course understand the operation of the bond market, and know the characteristics and risks of various debt tools, so as to properly use various trading strategies or engage in debt commodity innovation.
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 commodities (I)
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.
"Bond Markets, Analysis, and Strategies," Frank J. Fabozzi, 8th edition. (雙葉代理)
"Bond Markets, Analysis, and Strategies," Frank J. Fabozzi, 8th edition. (Double Leaf Agent)
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 平時成績平時成績 Regular achievements |
30 | 小考、作業、出席率 |
| 期中考期中考 Midterm exam |
35 | 筆試 |
| 期末考(or 期末報告)期末考(or 期末報告) Final exam (or final report) |
35 |
