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Fixed Income and Management of Market Risk - BMEGT35M126

  • Teacher: Toto Andrea

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Course topics
General 1. Intro 2. Bond Pricing 3. Bond Pricing: Examples 4. Bond Prices Over Time 5. Bond yields: yield to maturity, yield to call 6. Impact of default and credit risk on bond pricing Credit Default Swaps 7. Midterm exam n.1 8. The Yield Curve 9. Theories of Term Structure 10. Bond Portfolios 11. Interest rate sensitivity of bond prices 12. Bond management strategies 13. Interest rate swaps 14. Midterm exam n.2 15. Retake

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