Nanyang Technological University

Nanyang Business School

Nanyang Business School - Undergraduate Programmes

Course Description

/ BF3202
Fixed Income Securities

Acad Unit: 4

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.