| 當期課號 | 7020 | Course Number | 7020 |
|---|---|---|---|
| 授課教師 | 洪志興 | Instructor | HUNG,CHIH HSING |
| 中文課名 | 債券市場 | Course Name | Bond Markets |
| 開課單位 | 財務金融系碩士班一A | Department | |
| 修習別 | 選修 | Required/Elective | Elective |
| 學分數 | 3 | Credits | 3 |
| 課程目標 | 1.介紹債券市場2.債券評價3.債券工具4.債券衡量及評價5.投資組合6.債券評等 | Objectives | 1. Introduction to Bond Market. 2. Pricing of Bonds. 3. Bond Instruments. 4. Analysis of Bonds. 5. Bond Performance Measurement and Evaluation 6. Bond Portfolio Management. 7. Bond Rating. |
| 教材 | Fixed Income Markets and Their Derivatives, Third Edition (Academic Press Advanced Finance) (Hardcover) Suresh Sundaresan |
Teaching Materials | Fixed Income Markets and Their Derivatives, Third Edition (Academic Press Advanced Finance) (Hardcover) Suresh Sundaresan |
| 成績評量方式 | 1.Homework 30% 2.Classroom performance 50% 3.Financial report 30% |
Grading | 1.Homework 30% 2.Classroom performance 50% 3.Financial report 30% |
| 教師網頁 | http://lms.ctl.cyut.edu.tw/home.php | ||
| 教學內容 | Chapter 1: Overview of Fixed Income Markets Chapter 2: Price-Yield Conventions Chapter 3: Federal Reserve (Central Bank) & Fixed Income Markets Chapter 4: Organization and Transparency of Fixed Income Markets Chapter 5: Financing Debt Securities Repurchase (Repo) Agreements Chapter 6: Actions of Treasury Debt Securities Chapter 7: Bond Mathematics-DV01, Duration and Convexity Chapter 8: Yield Curve and the Term Structure Chapter 9: Models of Yield Curve and the Term Structure Chapter 10: Modeling Credit Risk and Corporate Debt Securities Chapter 11: Mortgages, Federal Agencies & Agency Debt Chapter 12: Mortgage-Backed Securities (MBS) Chapter 13: Inflation-Linked Debt Treasury Inflation Protected Securities (TIPS) Chapter 14: Derivatives on Overnight Interest Rates Chapter 15: Eurodollar Futures Contracts Chapter 16: Interest-Rate Swaps Chapter 17: Treasury Futures Contracts Chapter 18: Credit Default Swaps Single Name, Portfolio and Indexes Chapter 19: Structured Credit Products Collateralized Debt Obligations |
Syllabus | Chapter 1: Overview of Fixed Income Markets Chapter 2: Price-Yield Conventions Chapter 3: Federal Reserve (Central Bank) & Fixed Income Markets Chapter 4: Organization and Transparency of Fixed Income Markets Chapter 5: Financing Debt Securities Repurchase (Repo) Agreements Chapter 6: Actions of Treasury Debt Securities Chapter 7: Bond Mathematics-DV01, Duration and Convexity Chapter 8: Yield Curve and the Term Structure Chapter 9: Models of Yield Curve and the Term Structure Chapter 10: Modeling Credit Risk and Corporate Debt Securities Chapter 11: Mortgages, Federal Agencies & Agency Debt Chapter 12: Mortgage-Backed Securities (MBS) Chapter 13: Inflation-Linked Debt Treasury Inflation Protected Securities (TIPS) Chapter 14: Derivatives on Overnight Interest Rates Chapter 15: Eurodollar Futures Contracts Chapter 16: Interest-Rate Swaps Chapter 17: Treasury Futures Contracts Chapter 18: Credit Default Swaps Single Name, Portfolio and Indexes Chapter 19: Structured Credit Products Collateralized Debt Obligations |