这个是悉尼大学本科生Fix Income Securities的课件,课本采用固定收益证券市场及其衍生产品,国内有翻译版本,人大出版社的
众所周知,固定收益证券的知识点繁杂难学,该课件对于知识点的梳理清晰易学,对于自学以及考CFA都有帮助
悉尼大学固定收益证券.rar
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本附件包括:
- Lecture 9.ppt
- Lecture 10.ppt
- Lecture 11.ppt
- Lecture 12.ppt
- Australian Bond Market.ppt
- Lecture 1[1].pdf
- Lecture 2[1].pdf
- Lecture 3 Corrected[1].pdf
- Lecture 4[1].pdf
- Lecture 5.ppt
- Lecture 6.ppt
- Lecture 7[1].pdf
- Lecture 8[1].pdf
- Lecture 9 Additional material.ppt
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1.1. Faculty Handbook description
This unit is designed to provide a thorough grounding of the concepts and issues in fixed income securities, bond portfolio analysis and closely related financial instruments in risk management. The unit begins with the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics (introducing fundamental concepts such as duration, yield and term structure). This will serve as the building block of more complicated corporate and derivative securities. Sectors of the debt market, including treasury securities, corporate bonds, mortgage-backed securities, and convertible bonds are analysed. The use of derivatives and a selection of special topics in Fixed Incomes are also discussed.
1.2. Aims and context
Fixed Income Securities explores key issues in fixed-income valuation, portfolio management, and risk management. The course extends previous corporate finance units by addressing the key and complex relationships within fixed-income markets that are significant in determining firm value. This unit complements financial valuations (FINC 3013) and investment and portfolio management (FINC 3017) and will assist students in obtaining a greater breadth and depth of knowledge in the field of corporate finance.
2.2.3
Prescribed text Sundaresan, S. (2009) Fixed Income Markets and Their Derivatives, 3rd edition, Academic Press 2.2.4
Additional Useful Texts The following books are on library reserve and may help you in your study of Fixed Income Securities: Fabozzi, F.J. (2010) Bond Markets, Analysis and Strategies, 7th Edition, Pearson Education Martellini, L., P. Priaulet and S. Priaulet (2003) Fixed Income Securities: Valuation, Risk Management, and Portfolio Strategies, John Wiley [available online via the library catalogue] Hull, J. (2009) Options, Futures and Other Derivatives, 7th Edition, Pearson Prentice Hall