1677 - 固定收益證券 英授 Taught in English

Fixed-income Securities

教育目標 Course Target

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.

課程概述 Course Description

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.

參考書目 Reference Books

"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)

評分方式 Grading

評分項目
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配分比例
Percentage
說明
Description
平時成績
Regular achievements
30 小考、作業、出席率
期中考
Midterm exam
35 筆試
期末考(or 期末報告)
Final exam (or final report)
35

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必修-1676
財金系4A 陳昭君 二/5,6,7[M219] 3-0 詳細資訊 Details

課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 1677
  • 學分 Credit: 3-0
  • 上課時間 Course Time:
    Thursday/2,3,4[M133]
  • 授課教師 Teacher:
    陳獻儀
  • 修課班級 Class:
    財金系4B
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 87 人

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