Fixed Income Securities - 099778
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Lecture |
Exercise |
Laboratory |
Project or
Seminar |
House
Work |
Weekly
Hours |
4 |
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6 |
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Determination of the grade according to progress during the semester and the submission of the final thesis
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Prerequisites:
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(
| | Capital Market |
098728
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and
| Introduction to Financial Management |
098752
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and
| Capital Market and Investments |
098771
| ) |
Topics: Bond Pricing, Yield Measurements, Duration, Convexity, Yield Curves, Spot Rates, Forward Rates, Credit Risk, Ratings Agencies, Default Probabilities, Interest Rate Derivatives (Fras and Futures), Options, Interest Rate Swaps, Credit Derivatives (Cds, Cdo) Structured Products, Var and Risk-Management.
Created in 08/03/2021 Time 15:17:20
