This course provides an extensive coverage of bond markets. It discusses the characteristics of various types of bonds, their valuation, and the risk associated with bond investments. It further discusses bond portfolio management strategies.
After this course students are familiar with the theory and practice of bond market investments. They are acquainted with the valuation of various types of bonds, know tools to measure and manage the risk of bond portfolios and are able to devise and evaluate portfolio management strategies.
Target audience of the course are master students. A recommended prerequisite is the course FIN 500 – Investments.
Course material (slides, poblem sets) is available in the ILIAS group. Please register for the course on Portal2 under the course title “FIN 601 Bond Markets”.