98年第1學期-1325 固定收益證券 課程資訊

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

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.

基本資料

必修課，學分數：3-0
上課時間：三/5,6,7[M232]
修課班級：財金系4B
修課年級：年級以上
選課備註：

參考書目

Fabozzi, F. J., 2007. Bond markets, analysis, and strategies, 6th edition, 雙葉書廊.