南台課程大綱
學年度 102學年第一學期 系所 財金系
課程名稱 債券市場 班級 四技財金三甲,四技財金三乙,四技財金三丙
授課教師 王慶昌 點 閱 次 數 68
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課程概述
This course provides a basic analysis of important concepts in the bond markets, including pricing, yield measuring, risks of bond, features of bonds with embedded options, and interest rate derivatives etc.
課程目標
The goals of this course are to illustrate the fundamental tools those are commonly used for pricing and hedging debt instruments and to provide practical applications that use the basic tools.
課程大綱
1.債券市場基本特徵
2.債券之定價
3.債券收益率之衡量
4.債券價格之波動性
5.利率期限結構理論
6.政府債券與公司債券之特徵
7.附帶選擇權條款之債券
8.債券投資組合管理策略
9.利率期貨與利率選擇權
英文大綱
1.The Fundamental Features of Bonds
2.Pricing of Bonds
3.Measuring Yield of Bonds
4.Bond Price Volatility
5.The Term Structure of Interest Rates
6.The Features of Treasury Securities and Corporate Debt Instruments Markets
7.Analysis of Bonds with Embedded Options
8.Bond Portfolio Management Strategies
9.Interest-Rate Futures and Options Contracts
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