Subject: Subject Sylbus: Fixed Income Securities - 099778

Fixed Income Securities - 099778
Credit
Points
2.0
 
Given In
Semester
a
 
  Lecture Exercise Laboratory Project or
Seminar
House
Work
Weekly
Hours
4       6

Determination of the grade according to progress during the semester and the submission of the final thesis


Prerequisites: ( Capital Market 098728
and Introduction to Financial Management 098752
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