103-002-IO2 Bond Analysis
Study program: | International Finance (M.Sc.) |
Academic level and semester: | Master, 1st semester |
ECTS credits/workload per semester: | 2 / 50 |
Contact hours per week/contact hours per semester: | 2 / 25 |
Type/Teaching method: | Lecture |
| Language of instruction: | English |
Frequency: | Winter semester |
Lecturer: | Prof. Dr. Andreas Schittenhelm |
Content: | 1. Bonds: Features of a Bond, Valuation, Real World Factors 2. Risk Measures: Duration, Convexity 3. Bond Strategies: 18 Modul 103-002 (Version1), Cash Flow Matching, Barbell Strategy Duration Matching, Duration-gap Analysis, Riding the Yield Curve, Arbitrage Strategies |
Textbooks: | Fabozzi: Bond Markets, Analysis and Strategies, Prentice Hall International, Bodie/Kane/Marcus: Investments, McGraw-HillArnold: Corporate Financial Management, Prentice Hall Ross/Westerfield/Jordan: Fundamentals of Corporate Finance, Irwin McGraw-Hill |
Recommended for: | Undergraduates, graduates |
Prerequisites: | Background in Business/Economics, Finance and Accounting (intermediate level) |
Restrictions: | None |
Assessment: | Written exam |