The purpose of this course is to examine the structure and architecture of markets and debt securities, as well as the analysis and management tools for fixed income securities portfolios. In particular, pricing of bonds, interest risk management and credit management, design and use of credit derivatives and synthetic instruments are discussed. Debt markets and the fixed income securities that are traded in them play an extremely important role as they have a much greater value than share investments on a global level and are the basis for a range of other synthetic or derivative financial instruments.
The purpose of this course is to examine the structure and architecture of markets and debt securities, as well as the analysis and management tools for fixed income securities portfolios.
On successful completion of the course students will have knowledge of:
On successful completion of the course students will be able to: