BFIN4012 - Interest Income Securities

Om emnet

Undervises ikke studieåret 2017/2018

Vurderingsordning

Vurderingsordning: 
Karakter: 

Vurderingsform Vekting Varighet Hjelpemidler Delkarakter
Skriftlig eksamen 100/100 4 timer HJELPEMIDD

Faglig innhold

The course aims to explore various interest income securities and how they can be of use to investors and corporations. It covers valuation of different interest income securities and using the securities for hedging purposes. Topics covered include:
bonds with embedded options,
mortgage-backed securities,
repos,
interest rate derivatives,
interest rate risk,
yield curve risk, and
credit risk.

Læringsutbytte

Knowledge:
The course will provide an understanding of various characteristics of interest income securities including bonds with embedded options and mortgage-backed bonds. It will also provide an appreciation of various valuation approaches available to value the securities, and an assessment of the risks associated with such securities. Moreover, the use of various derivatives to manage the risks will also be discussed.

Skills:
Students are expected to be able to:
understand the approaches available to value different types of interest income securities,
estimate the value of various types of interest income securities,
appreciate the risks associated with such securities, and
use the securities for hedging purposes.

Læringsformer og aktiviteter

Lectures and assignment

Mer om vurdering

Examination aids: Calculator type B according to NTNU Business School calculator rules.

Spesielle vilkår

Krever opptak til studieprogram:
Studieprogram for Master i finansiell økonomi ved ISØ (ØANTNUM)
Økonomi og administrasjon (ØAMSC)

Kursmateriell

The reading list will be available at the start of the semester.

Eksamensinfo

Vurderingsordning: 

Termin Statuskode Vurderingsform Vekting Hjelpemidler Dato Tid Rom *
Høst ORD Skriftlig eksamen 100/100 HJELPEMIDD 11.12.2017 09:00
  • * Skriftlig eksamen plasseres på rom 3 dager før eksamensdato.
Hvis mer enn ett rom er oppgitt, finner du ditt rom på Studentweb.