102年第1學期-1673 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71人選讀,尚餘名額-1人。

評分方式

評分項目 配分比例 說明
平時成績 30 小考、作業、出席率
期中考 35 筆試
期末考(or 期末報告) 35

授課教師

陳獻儀

教育目標

使修課同學認識債券市場運作,孰悉各類債務工具特性與風險,進而能妥善運用各種交易策略或從事債務商品創新工作。

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

"Bond Markets, Analysis, and Strategies," Frank J. Fabozzi, 8th edition. (雙葉代理)