040015 VK KFK FM: Fixed Income Securities (2017S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften

Continuous assessment of course work

Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Registration is open from We 15.02.2017 09:00 to We 22.02.2017 12:00
Deregistration possible until Tu 14.03.2017 23:59

Details

max. 50 participants

Language: English

Lecturers

Sergey Zhuk

Classes (iCal) - next class is marked with N

    
    Tuesday
    02.05.
    15:00 - 18:15
    Hörsaal 17  Oskar-Morgenstern-Platz 1  2.Stock
    
    Tuesday
    09.05.
    15:00 - 18:15
    Hörsaal 17  Oskar-Morgenstern-Platz 1  2.Stock
    
    Tuesday
    16.05.
    15:00 - 18:15
    Hörsaal 17  Oskar-Morgenstern-Platz 1  2.Stock
    
    Tuesday
    23.05.
    15:00 - 18:15
    Hörsaal 17  Oskar-Morgenstern-Platz 1  2.Stock
    
    Tuesday
    30.05.
    15:00 - 18:15
    Hörsaal 17  Oskar-Morgenstern-Platz 1  2.Stock
    
    Tuesday
    13.06.
    15:00 - 18:15
    Hörsaal 17  Oskar-Morgenstern-Platz 1  2.Stock
    
    Tuesday
    20.06.
    15:00 - 18:15
    Hörsaal 17  Oskar-Morgenstern-Platz 1  2.Stock
    
    Tuesday
    27.06.
    15:00 - 18:15
    Hörsaal 17  Oskar-Morgenstern-Platz 1  2.Stock

Information

Aims, contents and method of the course

The course provides an introduction to fixed income securities. We will start with the discussion of the specific properties of the such securities and the institutional details of the most important markets. The main part of the course will be devoted to valuation techniques and risk management. At the end we will talk about certain important classes of fixed income securities, such as interest rate swaps or mortgage-backed securities.

Prerequisites
I will assume that you took Principles of Finance and Empirical Finance or similar courses. The Options and Derivatives course could be also useful, although it is not a requirement.

Assessment and permitted materials

The final grade will be based on the written exams, homework exercises and class participation. The exact details will be announced in the first class.

Minimum requirements and assessment criteria

Examination topics

Reading list

1. Veronesi, Pietro. "Fixed Income Securities: Valuation, Risk, and Risk Management", Wiley, 2010
2. Tuckman, Bruce, and Angel Serrat. "Fixed Income Securities: Tools for Today’s Markets", Wiley, 2012

Association in the course directory

Last modified: Mo 07.09.2020 15:28