Course Details
Country:
Hong Kong
Institution:
Chinese University of Hong Kong
Course Title:
Fixed Income Securities Analysis
Course Number:
FINA 4120
Course Description:
The focus of this course is on the valuation of fixed-income securities and investment techniques in managing fixed-income portfolios. Topics include the term structures of interest rates and forward rates; bond pricing, interest rate and reinvestment risks; risk and hedging in bond portfolio management; duration, convexity and portfolio immunization; corporate bonds, emerging-market bonds and default risks; fixed-income securities with embedded options; callable and convertible bonds, mortgage-backed securities; interest rate derivatives; and interest rate futures, swaps, caps and floors.
Language:
English
Approved Equivalent:
FNAN 432
Attachment Files:
Fixed Income Securities Analysis.pdf
