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FIXED INCOME I : MARKETS AND INSTRUMENTS

2016-2017

IESEG School of Management ( IÉSEG )

Code Cours :

1617-IÉSEG-M1S2-FIN-MA-PI69UE

FINANCE


Niveau Année de formation Période Langue d'enseignement 
Master1S2English
Professeur(s) responsable(s)L.WAGALATH
Intervenant(s)Lei MENG, Charlotte ZWEIBAUM !!! Two course codes : Lille (FINMA-PI69UE) - Paris (FINMA-PE69UE) !!!


Pré requis

Basic knowledge of financial management and financial markets

Objectifs du cours

At the end of the course, the student should be able to:
- Be familiarised with bond markets and instruments
- Understand the underlying principles of bond valuation
- Be aware of the role of credit ratings in bond market
- Be aware of the risks associated with bond investment and the applications of derivative instruments for risk mitigation

Contenu du cours

Part 1: Overview
1. Fixed income instruments
2. Bond features
2. Initiation and market mechanism

Part 2: Bond valuation fundamentals
1. Present value and bond yield
2. Duration
3. Yield curve
4. Coupon strapping

Part 3: Credit ratings
1. The use of ratings and the role of rating agencies
2. Credit analysis
3. Rating behaviour

Part 4: Applications of derivatives in bond investment
1. Interest rate derivatives
2. Credit derivatives

Part 5: Current issues in bond market


Modalités d'enseignement

Organisation du cours

TypeNombre d'heuresRemarques
Face to face
lecture12,00  
Interactive class3,00  
Coaching1,00  
Independent work
Research3,00  
E-Learning3,00  
Reference manual 's readings3,00  
Independent study
Estimated personal workload12,00  
Charge de travail globale de l'étudiant37,00  

Méthodes pédagogiques

  • Presentation
  • E-learning
  • Research
  • Project work
  • Interactive class
  • Coaching


Évaluation

Type de ContrôleDuréeNombrePondération
Continuous assessment
Participation16,00120,00
Final Exam
Written exam2,00140,00
presentation
statement0,50140,00
TOTAL     100,00

Bibliographie

  • FABOZZI and MANN, 2012, The Handbook of Fixed Income Securities, 8th ed., McGraw-Hill. -


Ressources internet



 
* Informations non contractuelles et pouvant être soumises à modification
 
 
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