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FIXED INCOME SECURITIES ANALYSIS

2017-2018

IESEG School of Management ( IÉSEG )

Code Cours :

1718-IÉSEG-MBK1S2-FIN-MBKCI08UE

FINANCE


Niveau Année de formation Période Langue d'enseignement 
MSc in Investment Banking and Capital Markets1S2English
Professeur(s) responsable(s)M.PETITJEAN
Intervenant(s)Mikael PETITJEAN


Pré requis

Students must have following an introductory course in finance. For example, they must know what discounting and interest compounding mean.

Objectifs du cours

At the end of the course, the student should be able to:
- describe all the key features of a fixed-income security;
- identify the risks associated with investing in bonds ;
- identify the different bond sectors and instruments ;
- understand yield spreads ;
- value some key debt instruments ;
- use yield measures, spot rates and forward rates appropriately ;
- measure interest rate risk.

Contenu du cours

TOPIC 1 : FIXED-INCOME SECURITIES: DEFINING ELEMENTS
TOPIC 2 : FIXED-INCOME MARKETS: ISSUANCE, TRADING, AND FUNDING
TOPIC 3 : INTRODUCTION TO FIXED-INCOME VALUATION
TOPIC 4 : UNDERSTANDING FIXED-INCOME RISK AND RETURN


Modalités d'enseignement

Organisation du cours

TypeNombre d'heuresRemarques
Face to face
lecture16,00   Discussion based on problem-solving MCQs
Distance learning
Video-Conferences10,00   Prerequisites for each interactive course
Independent work
Reference manual 's readings8,00   Prerequisites for each interactive course
Independent study
Estimated personal workload16,00   Answer MCQs online as preparation for the interactive course
Charge de travail globale de l'étudiant50,00  

Méthodes pédagogiques

  • Tutorial
  • E-learning
  • Interactive class


Évaluation

The course is assessed in a written exam.

Type de ContrôleDuréeNombrePondération
Final Exam
Oral exam0,001100,00
TOTAL     100,00

Bibliographie

  • Pettit, B., Pinto, J., and Pirie, W. (2015) Fixed Income Analysis Workbook, CFA Institute Investment Series, 3rd Edition, John Wiley & Sons, 192 p. (ISBN-13: 978-1118999509). -




 
* Informations non contractuelles et pouvant être soumises à modification
 
 
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