Courses Master Display 2019-2020

Course Description To PDF
Course title Fixed Income Management
Course code EBC4058
ECTS credits 6,5
Assessment None
Period
Period Start End Mon Tue Wed Thu Fri
4 3-2-2020 3-4-2020 X X
Level Advanced
Coordinator Thomas Post
For more information: t.post@maastrichtuniversity.nl
Language of instruction English
Goals
Description
Topics include: duration and convexity; yield curve, term structure and forward curve; fixed-income portfolio management, asset-backed securities, European Sovereign Debt Crisis.

Case study reports and presentations.

Fixed Income is a very important assert class. For example, roughly fifty percent of the investment portfolios of Dutch pension funds are composed of fixed income related instruments. Furthermore, the balance sheets of most banks consist of short- and long-term bonds. Consequently, interest rate fluctuations are extremely important for the well-being of firms, financial institutions, and the overall financial sector of most economies. This course provides the ingredients for effective and efficient fixed income management.
Literature
package of articles and cases.
Sundaresan, S. "Fixed Income Markets and Their Derivatives", Third Edition, 2009, Academic Press.
Prerequisites
Courses and workload are very demanding for all Financial Economics Master courses. Exchange students need to have obtained a Bachelor degree in economics or business administration. Exchange students need to major in finance in their Master. A sufficient interest in quantitative methods is essential.
An advanced level of English
Teaching methods PBL / Presentation / Assignment / Papers
Assessment methods Final Paper / Written Exam
Evaluation in previous academic year For the complete evaluation of this course please click "here"
This course belongs to the following programmes / specialisations
Master Financial Economics - Asset Pricing Compulsory Course(s)
Master Financial Economics - Banking Compulsory Course(s)
Master Financial Economics - Financial Analysis Compulsory Course(s)
Master Financial Economics - No specialisation Compulsory Course(s)
Master International Business - Accountancy Elective Course(s)
Master International Business - Controlling Elective Course(s)
Master International Business - Entrepreneurship and SME Management Elective Course(s)
Master International Business - Organisation: Management, Change and Consultancy Elective Course(s)
Master International Business - Strategic Corporate Finance Elective Course(s)
Master International Business - Strategy and Innovation Elective Course(s)
Master International Business - Sustainable Finance Elective Course(s)
SBE Exchange Master Master Exchange Courses
SBE Non Degree Courses Master Courses