Fixed Income Securities

AY2019/2020 Semester 2

The objective of this course is to provide an overview of the fixed income securities markets and analysis. Characteristics and trading of fixed income securities. Risk-return characteristics and measures. Valuation techniques and their applications. Term structure of interest rates. Portfolio management strategies. Types of fixed income securities including treasuries, corporates, derivatives,and asset-backed and mortgage-backed securities. Applications of various active and structured portfolio strategies. Bond performance measruement and evaluation.