Course overview
This course examines the valuation of fixed-income securities, market operations, and risk management. Topics include the valuation of bonds, the term structure of interest rates, measuring and managing interest rate risk, the corporate bond market, passive and active bond portfolio management, performance measurement, securitisation, and interest rate derivatives.
- Basics of Fixed Income Securities
- Managing Interest Rate Risk
- Portfolio Management
Course learning outcomes
- Identify the different types of fixed income securities and their characteristics
- Value fixed income securities
- Derive spot yield curve
- Measure and manage interest rate and credit risk
- Implement passive and active fixed income portfolio management techniques
- Know the principles of securitisation
Degree list
The following degrees include this course