OUR ACADEMIC DEPARTEMENTS |
Lesson details
 | FIXED INCOME II : VALUATION AND RISK | ||
2018-2019 | EnIESEG School of Management
(
IÉSEG
)
| ||
Class code : | 1819-IÉSEG-M1S2-FIN-MA-EI70UE | FINANCE | |
| Level | Year | Period | Language of instruction |
|---|---|---|---|
| Master | 1 | S2 | EnEnglish |
| Academic responsibility | L.WAGALATH |
|---|---|
| Lecturer(s) | Lakshithe Wagalath Charles Thevenin |
- This class exists in these courses :
- IÉSEG > IESEG Degree - Programme Grande École > Semester 2 > 2,00 ECTS
Prerequisites
This will be a TECHNICAL COURSE with use of MATHEMATICAL AND PROBABILISTIC TOOLS
Prerequisite: Fixed Income I: Markets and Instruments
Learning outcomes
At the end of the course, the student should be able to :
- price a bond
- understand the risks associated to bonds
- quantify the interest rate risk
- calculate the duration of a bond
- understand the concept of convexity for a bond
- understand the concept of yield curve
Course description
Chapter 1: Introduction
Chapter 2: Pricing of bonds
Chapter 3: Risks associated to bonds
Chapter 4: Duration and convexity
Chapter 5: Yield Curve
Class type
Class structure
| Type of course | Numbers of hours | Comments | |
|---|---|---|---|
| Face to face | |||
| Interactive class | 16,00 | ||
| Independent study | |||
| Group Project | 20,00 | ||
| Total student workload | 36,00 | ||
Teaching methods
- Case study
- Interactive class
- Project work
- Tutorial
Assessment
One final exam + one group project
| Type of control | Duration | Number | Percentage break-down |
|---|---|---|---|
| Final Exam | |||
| Written exam | 2,00 | 1 | 80,00 |
| Others | |||
| Group Project | 20,00 | 1 | 20,00 |
| TOTAL | 100,00 | ||
Recommended reading
- FABOZZI, F.J., 2001, The Handbook of Fixed Income Securities, 6th ed., McGraw-Hill -
Internet resources
* This information is non-binding and can be subject to change
