Professional Documents
Culture Documents
Course Syl
Course Syl
Course Syl
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