040016 KU Fixed Income Securities (MA) (2020W)
Continuous assessment of course work
Labels
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 Mo 14.09.2020 09:00 to We 23.09.2020 12:00
- Registration is open from Mo 28.09.2020 09:00 to We 30.09.2020 12:00
- Deregistration possible until Sa 31.10.2020 12:00
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 06.10. 15:00 - 16:30 Digital
- Tuesday 13.10. 15:00 - 16:30 Digital
- Tuesday 20.10. 15:00 - 16:30 Digital
- Tuesday 27.10. 15:00 - 16:30 Digital
- Tuesday 03.11. 15:00 - 16:30 Digital
- Tuesday 10.11. 15:00 - 16:30 Digital
- Tuesday 17.11. 15:00 - 16:30 Digital
- Tuesday 24.11. 15:00 - 16:30 Digital
- Tuesday 01.12. 15:00 - 16:30 Digital
- Tuesday 15.12. 15:00 - 16:30 Digital
- Tuesday 12.01. 15:00 - 16:30 Digital
- Tuesday 19.01. 15:00 - 16:30 Digital
Information
Aims, contents and method of the course
Assessment and permitted materials
The grade will be based on two exams on December, 15, and January 19, and active class participation.The course will be taught via video conferencing with the exception of the exams. The exams will take place on Moodle.
Minimum requirements and assessment criteria
40% maximum of the scores on the first and the second exam
40% second exam
20% active class participationMinimum requirement for a positive grade: a total of 50%.
40% second exam
20% active class participationMinimum requirement for a positive grade: a total of 50%.
Examination topics
All material covered in class and in the required readings announced in class
Reading list
Bodie, Z., Kane, A. and Marcus, A. (2014): Investments and Portfolio Management, 10th global edition, McGraw Hill.
Sundaresan, S. (2009): Fixed Income Markets and their Derivatives, 3rd edition, Academic Press.
Veronesi, P. (2010): Fixed Income Securities, Wiley.
Sundaresan, S. (2009): Fixed Income Markets and their Derivatives, 3rd edition, Academic Press.
Veronesi, P. (2010): Fixed Income Securities, Wiley.
Association in the course directory
Last modified: Fr 12.05.2023 00:12
2. Pricing Bonds
3. Term Structure
4. Interest Rate Risk
5. Callable Bonds, Warrants, and Convertible Bonds
6. Credit Risk
7. Securitization