Fixed Income Analysis

Námsgrein	V-716-FINC
Önn	20241
Einingar	3,75
Skylda	Nei

Ár	1. ár
Önn	Vorönn/Spring 2024
Stig námskeiðs	Óskilgreint
Tegund námskeiðs	Valnámskeið
Undanfarar	Engir undanfarar.
Skipulag	Ekkert skráð skipulag.
Kennari	Patrick Weiss
Lýsing
Fixed income is among the major financial pillars in every civilized society. This course is set to support students in having applicable knowledge of most types of fixed income instruments (bonds), not only how to price them and evaluate the pricing in the markets, but also to determine possible pros and cons of different types of fixed income instruments
Námsmarkmið
Students should be able to describe: • The most common types of fixed income markets, including government bonds and corporate bonds. • The most important aspects regarding the evaluation of bonds. • Portfolio management of fixed income securities and drivers of performance, including the duration effects. The student should be able to: • Quantify the price sensitivity of bonds • Analyze various features of bonds • Determine the valuation for fixed income securities. • Apply basic tools such as Excel to analyze bond prices and other tools as well. The student should be able to apply knowledge and skills to critically: • Analyze and strategically weigh different types of bonds both in Iceland and in foreign markets. • Evaluate the pros and cons associated with different bond classes and time structures in a broader context. • Weigh risks in relation to bond investments.
Námsmat
The final grade will be based on four parts, with the following weights: Class participation                  10%Mid-term exam:                      20%A home assignment:               20%Final exam:                             50%
Lesefni
Ekkert skráð lesefni.
Kennsluaðferðir
Tungumál	Enska