This course covers the basic concepts of fixed income analysis. It applies these concepts to the valuations of fixed income products, and discusses how these products are used for the purposes of investment and risk transfer. Some of the controversies surrounding the use of fixed income products such as interest rate swaps and/or collateralized debt obligations will also be covered.
Excerpts of
Hull, John C.: "Options, Futures and Other Derivatives"; Verlag: Prentice Hall, 8th international ed. (2012)
Tuckman, Bruce; Serrat, Angel: "Fixed Income Securities"; Verlag: Wiley, 3rd ed. (2011)
StO/PO MA 2016: 6 LP, Modul: "Fixed Income"
StO/PO MEMS 2016: 6 LP, Modul: "Fixed Income", Major: Accounting and Finance
Written exam (90 min)
