Nanyang Technological University

Nanyang Business School

Nanyang Business School - Undergraduate Programmes

Course Description

BF308 / BF3202 Fixed Income Securities

Acad Unit: 4
Pre-requisite: BF2201

Course Description:

This course is to provide an in-depth understanding of fixed income security markets and their analyses. These securities include treasury securities, corporate and international bonds, and structured securities (convertibles, asset-backed). Their risk-return characteristics will be explained in terms of price-yield relationship, yield and return measures, and price volatility measures. Various techniques for the valuation, trading, and risk control of these securities will be illustrated in details in association with yield curve analysis.