Course Description

Course Name

Fixed Income Securities

Session: VSOF3321

Hours & Credits

3 Credits

Prerequisites & Language Level

Taught In English

  • There is no language prerequisite for courses at this language level.

Overview

Course Description: This course explores key issues in fixed income. It develops tools for valuing and modeling the risk exposures of fixed income securities and their derivatives, with the ultimate goal of deploying these instruments in a corporate or financial risk management setting. The course is divided into two parts, covering (1) basic fixed income securities and (2) fixed income derivatives with a focus on popular interest rate models used to value them. To make the material broadly accessible, concepts are, whenever possible, explained through hands-on applications and examples, rather than through advanced mathematics. The course also develops a basic command of the Bloomberg Professional data terminal.

*Course content subject to change