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Equity & Fixed Income [ LLSMS2213 ]


5.0 crédits ECTS  30.0 h   1q 

Enseignant(s) Iania Leonardo ; Colmant Bruno ;
Langue
d'enseignement:
Français
Lieu de l'activité Louvain-la-Neuve
Thèmes abordés

Main theme is fixed income securities. Concepts such as government bonds, duration and the term structure of interest rate are introduced.

Acquis
d'apprentissage

Understanding the functioning and characteristics of basic fixed income instruments.

Méthodes d'enseignement

Methods: Lectures - Home assignments with presentation - Readings to prepare the lecture - Exercices to prepare the lecture - Final exam

Contenu

Features of debt securities, Risks associated with investing in bonds, Overview of bond sectors and instruments, Understanding yield spreads, Introduction to the valuation of debt securities, Yields measures, spot rates and forward rates, Introduction to the measurement of interest rate risk, Term structure and the volatility of interest rates.

Autres infos

Main reference: Fixed Income Analysis for the Chartered Financial Analyst® Program,

Second Edition, by Frank J. Fabozzi, CFA

Cycle et année
d'étude
> Master [120] en ingénieur de gestion
> Master [120] en sciences de gestion
> Master [120] en sciences de gestion
> Master [120] en ingénieur de gestion
Faculté ou entité
en charge
> CLSM


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