FORMATIONS |
Fiche détaillée d'un cours
 | FIXED INCOME SECURITIES ANALYSIS | ||
2023-2024 | FrIESEG School of Management
(
IÉSEG
)
| ||
Code Cours : | 2324-IÉSEG-MBK1S2-FIN-MBKCI08UE | FINANCE | |
| Niveau | Année de formation | Période | Langue d'enseignement |
|---|---|---|---|
| MSc in Investment Banking and Capital Markets | 1 | S2 | FrEnglish |
| Professeur(s) responsable(s) | M.PETITJEAN |
|---|---|
| Intervenant(s) | Mikael PETITJEAN |
- Ce cours apparaît dans les formations suivantes :
- IÉSEG > MSc in Investment Banking and Capital Markets > Semester 2 > 2,00 ECTS
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
| Type | Nombre d'heures | Remarques | |
|---|---|---|---|
| Independent work | |||
| Reference manual 's readings | 8,00 | Prerequisites for each interactive course | |
| Distance learning | |||
| Video-Conferences | 10,00 | Prerequisites for each interactive course | |
| Independent study | |||
| Estimated personal workload | 16,00 | Answer MCQs online as preparation for the interactive course | |
| Face to face | |||
| lecture | 16,00 | Discussion based on problem-solving MCQs | |
| Charge de travail globale de l'étudiant | 50,00 | ||
Méthodes pédagogiques
- E-learning
- Interactive class
- Tutorial
Évaluation
The exam is based on 20 short questions which are often related to mini-case studies and for which a computation must often be done using a financial calculator.
| Type de Contrôle | Durée | Nombre | Pondération |
|---|---|---|---|
| Final Exam | |||
| MQC | 2,00 | 20 | 100,00 |
| 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). -
Ressources internet
* Informations non contractuelles et pouvant être soumises à modification
