| 當期課號 | 1109 | Course Number | 1109 |
|---|---|---|---|
| 授課教師 | 李瑞琳 | Instructor | LEE,RUEY LIN |
| 中文課名 | 債券市場概論 | Course Name | Introduction to Bond Market |
| 開課單位 | 財務金融系(四日)四A | Department | |
| 修習別 | 選修 | Required/Elective | Elective |
| 學分數 | 3 | Credits | 3 |
| 課程目標 | 債券市場有助於學生分析債券市場，並利用相關工具管理債券組合，債券商品的複雜也是讓投資人卻步之一，股票與債券是兩種截然不同的金融工具，有其各自的風險報酬特性，是任一投資組合都不可輕忽的投資標的。因此，對於債券市場的運作，債券的評價以及投資特性均需加以了解。 | Objectives | Bond Markets, prepare students to analyze the bond market and use the tools for managing bond portfolios. It gives you the tools you need to master this complex market so you can diversify your portfolio, and get reliable income and safety of principal. Finally, the learning of bond market enhances your understanding of everything from the basics of buying and selling to bond ratings, government and international securities, call and convertible features, portfolio management, and more. |
| 教材 | 薛立言,劉亞秋,債券市場,東華書局,民93 | Teaching Materials | 薛立言,劉亞秋,債券市場概論,東華書局,民93 |
| 成績評量方式 | 期中考35% 期末考45% 出席率20% |
Grading | mid-term exam 35% final-term exam 40% other 20% |
| 教師網頁 | http://www.cyut.edu.tw/~rllee | ||
| 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 |