Course Syl

You might also like

Download as pptx, pdf, or txt
Download as pptx, pdf, or txt
You are on page 1of 4

Fixed Income Securities

Prof. Shabbir Ahmad

Introduction
Risks in Fixed Income Investment
Pricing of Bonds
Measuring Yield
Bond Price Volatility
Spot and Forward Rates
Fixed Income Securities
Prof. Shabbir Ahmad
Yield Spread Measures
Bond Pricing Under Continuous Compounding
Yield or Interest Rate Volatility
Valuing Bonds with Embedded Options
Mortgage-Backed Sector of the Bond Market
Asset-Backed Sector of the Bond Market
Fixed Income Securities
Prof. Shabbir Ahmad
Text Book
FIXED INCOME ANALYSIS - Frank J. Fabozzi

Reference Book
CFA - FIXED INCOME ANALYSIS Level I
CFA - FIXED INCOME Level II
Fixed Income Securities
Prof. Shabbir
Ahmad

Course Evaluation
Class Attendance & Partcptn. ------ 10
Class Test/Quiz --------------- 10
Term Paper/Pres. --------------- 10
Mid-term I ------------- 15
Mid-term II ------------ 15
Final Exam -------------- 40
Total ---------------------- 100

You might also like