• Fixed Income Securities Analysis
    • Antai College of Economics & Management
    • Credit. 2
    • FI454
    • Enroll
    • Fall , 2015
    • 2195
    • Course Description:
    • ( Exchange Programme )
    • The objective of this course is to describe fixed income securities markets, introduce fixed income securities instruments and products, and develop tools for valuing fixed income securities and managing interest rate risk. We focus on fixed income securities traded in both U.S. and Chinese markets.
    • Course Syllabus:
    • After completing the course, students should:
      1.have a good understanding of all aspects of global fixed income markets,
      2.be able to value most fixed income securities and use analytical tools to hedge interest rate risk.
      3. be able to use Excel to conduct the analytical work on fixed income securities.
    • Schedule:
    • Topics/ Credit hours / Teaching methodology / Tasks / Intended learning outcomes / Assessment methods

      1.Introduction & pricing of bonds/2 Credit Hours/Lecture/
      2.Measuring yield/2 Credit Hours /Lecture/Assignment 1/
      3.Bond price volatility/2 Credit Hours /Lecture/
      4.The Term Structure of Interest Rates/2 Credit Hours /Lecture/Assignment 2/
      5.Interest-Rate Models/2 Credit Hours /Lecture/
      6.Treasury and Federal Agency Securities/2 Credit Hours /Lecture/Assignment 3/
      7.Corporate Debt Instr
  • Reading list
  • Other Materials
  • Discussion
  • Homework download/submit
    • Kang Long
    • Read more
    • Male
    • E-mail:
    • kanglong@sjtu.edu.cn
    • Profile
  • Prerequisite Course:

  • Textbooks:

    Main textbook
    1. Bond Markets, Analysis, and Strategies, Frank J. Fabozzi, 8th edition, Pearson Edu
  • Grading:

    Final grades are weighted in the following way:
    20%/6 Assignments
    40%/Midterm exam
    40 %/Final exam
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