FIXED INCOME II : VALUATION AND RISK
Année du cours : 1 année(s)
Etablissement : IÉSEG School of Management
Langue : English
Formation(s) dans laquelle/lesquelles le cours apparait :
Période : S2
*** Prerequisite: FIXED INCOME II: Markets and Instruments
This will be a TECHNICAL COURSE with use of MATHEMATICAL AND PROBABILISTIC TOOLS.
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
Chapter 1: Introduction
Chapter 2: Pricing of bonds
Chapter 3: Risks associated to bonds
Chapter 4: Duration and convexity
Chapter 5: Yield Curve
