2024/2025

Долговые финансовые инструменты

Статус: Маго-лего

Кто читает: Международный институт экономики и финансов

Когда читается: 2 модуль

Охват аудитории: для своего кампуса

Преподаватели: Соколов Владимир Николаевич

Язык: английский

Кредиты: 3

Контактные часы: 38

Course Syllabus

Abstract

Fixed income analysis is an optional course for the master level students at ICEF. The course runs in the first semester. The course consists of three parts. In the first part we cover yield curve calculations and topics in bond portfolio management. The second part of the course introduces the arbitrage-free and equilibrium term structure models. The last part of the course introduces applications of the no-arbitrage theory to pricing derivative securities in different segments of the bond market. We cover a broad range of fixed-income products and contract specifications. The home work material also offers a heuristic introduction to numerical methods and various numerical recipes.