Fixed Income Security

Course Name: 

Fixed Income Security (MBA835)

Programme: 

MBA

Category: 

Elective Courses

Credits (L-T-P): 

(3-0-0) 3

Content: 

Fixed Income Markets, Government Securities Market - Bond Valuation, Time Value Of Money, Price And Yield Conventions, Understanding Market Linkages, Bonds And Money Market Instruments, MIFOR Curve - Risk Identification In Bonds - Yield Curve Analysis - Treasury Securities - Bond Indexing, Index Return Comparison - Portfolio Construction - Global Bond Markets - Fixed Income Derivative Markets – Interest Rate Options, Caps & Floors Pricing - Markets For Asset Backed Securities, Prime And Subprime Mortgage-Backed Securities - Fixed Income Investing.

References: 

Fabozi Frank J., The Handbook of Fixed Income Securities, McGraw Hill
Dun & Bradstreet, Fixed Income Securities, Tata McGraw Hill
John C. Hull, 2005. Options, futures, and other derivative securities. Pearson Education, Sixth edition.

Department: 

School of Management
 

Contact us

Dr. S. Pavan Kumar,
Head, School of Management,
National Institute of Technology Karnataka,
Post: Srinivasanagar, Surathkal, Mangalore - 575025
Karnataka, India.
•       Hot line: +91-824-2474000 (Extn. 4047)
                 +91-0824-2474000 (Extn. 3079)
•       Mobile:   +91 7760020200
•       Email:          pavankumar@nitk.ac.in
                         saraf_pavan@rediffmail.com

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