Courses Master Display 2014-2015

Course Description To PDF
Course title Fixed Income Management
Course code EBC4058
ECTS credits 6,5
Assessment None
Period Start End Mon Tue Wed Thu Fri
4 2-2-2015 3-4-2015 X X
Level Advanced
Coordinator Thomas Post
For more information:
Language of instruction English
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.
package of articles and cases.
Sundaresan, S. "Fixed Income Markets and Their Derivatives", Third Edition, 2009, Academic Press.
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 (indicative; course manual is definitive) PBL / Presentation / Assignment
Assessment methods (indicative; course manual is definitive) Participation / 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
Master Financial Economics Banking
Master Financial Economics Financial Analysis
Master International Business Track Accountancy Electives
Master International Business Track Controlling Electives
Master International Business Track Entrepreneurship Electives
Master International Business Track Finance Electives
Master International Business Track Organisation Electives
Master International Business Track Strategy and Innovation Electives
Master International Business Track Sustainable Finance Electives
SBE Exchange Master Master Exchange Courses
SBE Non Degree Courses Master Courses