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
