Fixed Income Securities
Bonds and other debt: pricing, yields, duration, convexity, credit risk and how portfolio managers use them.
FIN-310 Year 3 3 credits 12 lessons planned ▶ Video lessons coming soon
Offered by HSM University · Finance
Course content
- 1Bond features and the bond marketComing
- 2Pricing bonds and accrued interestComing
- 3Yield measuresComing
- 4The term structure of interest ratesComing
- 5DurationComing
- 6Convexity and immunizationComing
- 7Credit risk and credit ratingsComing
- 8Corporate, government and municipal bondsComing
- 9Mortgage-backed and asset-backed securitiesComing
- 10Floating-rate notes and inflation-linked bondsComing
- 11Managing a bond portfolioComing
- 12Case study: a pension fund liability matchComing
Requirements
Recommended background. You can start any course at any time.
Description
Bonds and other debt: pricing, yields, duration, convexity, credit risk and how portfolio managers use them.
Part of the Business stream, typically taken in year 3.