教學內容 |
債券市場的簡介, 債券評價基礎, 利率風險衡量, 利率期限結構, 債券評價進階 債券交易, 債信評等與信用風險, 債券操作策略, 免疫操作策略 債券創新設計, 利率衍生商品, 利率衍生商品(續)與利率模型 浮動利率債券 可轉換公司債, 資產證券化商品 |
Syllabus |
Bond market Introduced, Bond pricing, interest rate risk, interst rate term structures, bond pricing futher, bond trading, bond rating and credit risk, bond trading strategy, immunization strategy bond innovation, interest rate derivative products, interest rate derivative products and interest rate models, floating rate bond convertible bond, asset securitization |