99年第1學期-1321 固定收益證券 課程資訊

課程分享

選課分析

本課程名額為 70人,已有69人選讀,尚餘名額1人。

評分方式

評分項目 配分比例 說明
Mid-term Exam 30
Final Exam 30
Quiz, report and Class participation 40

授課教師

陳昭君

教育目標

In the simplest form, fixed income securities are characterized by pre-determined cash-flows that occur at fixed points in time. Now, we generally view any fixed income instrument as one in which its value depends on the level of interest rates and/or the health of the underlying assets. This course is designed to provide a deeper understanding of the characteristics of fixed income securities, and develop tools for valuing these securities. Other focuses of this course include the interest-rate risk management, credit risk measurement, bond portfolio strategies, and interest-rate derivatives.

課程概述

先修課程:衍生性金融商品(一) 課程概述: In the simplest form, fixed income securities are characterized by pre-determined cash-flows that occur at fixed points in time. Now, we generally view any fixed income instrument as one in which its value depends on the level of interest rates and/or the health of the underlying assets. This course is designed to provide a deeper understanding of the characteristics of fixed income securities, and develop tools for valuing these securities and managing their interest rate risk and credit risk.

課程資訊

參考書目

Fabozzi, F. J., 2010. Bond markets, analysis, and strategies, 7th edition, 雙葉書廊.