Actualités et agenda
Nos formations
Établissement
Langue d'enseignement
English
Matières
FINANCE
Responsable(s)
L.WAGALATH
Intervenant(s)
Lakshithe Wagalath
Charles Thevenin
Charles Thevenin
Présentation
Prérequis
*** Prerequisite: FIXED INCOME II: Markets and Instruments
This will be a TECHNICAL COURSE with use of MATHEMATICAL AND PROBABILISTIC TOOLS.
This will be a TECHNICAL COURSE with use of MATHEMATICAL AND PROBABILISTIC TOOLS.
Objectifs
At the end of the course, the student should be able to:
- Breakdown complex organizational problems using the appropriate methodology
- Integrate different skills and management disciplines in support of interdisciplinary responsibilities
- Make effectual organizational decisions
- Breakdown complex organizational problems using the appropriate methodology
- Integrate different skills and management disciplines in support of interdisciplinary responsibilities
- Make effectual organizational decisions
Présentation
Chapter 1: Introduction
Chapter 2: Pricing of bonds
Chapter 3: Risks associated to bonds
Chapter 4: Duration and convexity
Chapter 5: Yield Curve
Chapter 2: Pricing of bonds
Chapter 3: Risks associated to bonds
Chapter 4: Duration and convexity
Chapter 5: Yield Curve
Modalités
Organisation
| Type | Amount of time | Comment | |
|---|---|---|---|
| Présentiel | |||
| Cours interactif | 16,00 | ||
| Autoformation | |||
| E-Learning | 10,00 | ||
| Travail personnel | |||
| Charge de travail personnel indicative | 14,00 | ||
| Overall student workload | 40,00 | ||
Évaluation
One final exam.
Ressources
Bibliographie
FABOZZI, F.J., 2001, The Handbook of Fixed Income Securities, 6th ed., McGraw-Hill -