Fixed Income Securities

Aims of the course

no description

Course syllabus

1. Bond prices , discount factors, spot and forward rates, yield-to-maturity
2. Valuing bonds with options – call, put, conversion
3. Measures of prices sensitivity and hedging (greeks, regression based hedging)
4. Term structure of interest rates (models, trading based on the term structure)
5. Mortgage-Backed Securities
6. Management of Fixed Income Portfolios

Course director(s)