course-details-portlet

BFIN4012 - Interest Income Securities

Om emnet

Det tilbys ikke lenger undervisning i emnet.

Vurderingsordning

Vurderingsordning: Skriftlig skoleeksamen
Karakter: Bokstavkarakterer

Vurdering Vekting Varighet Delkarakter Hjelpemidler
Skriftlig skoleeksamen 100/100 4 timer D

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 various interest income securities, and an assessment of the risks associated with each security. 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

Obligatoriske aktiviteter

  • One individual assignment

Mer om vurdering

Supporting material allowed on exams: Approved calculator regarding NTNUs support material code B-D "specific basic calculator". Other calculators that are allowed in the course are: Casio FC-100V and Texas Instruments - BAII Plus. Admission to study programme required, see "special conditions".

Forkunnskapskrav

none

Kursmateriell

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

Flere sider om emnet

Ingen

Fakta om emnet

Versjon: A
Studiepoeng:  7.5 SP
Studienivå: Høyere grads nivå

Undervisning

Undervisningsspråk: Engelsk

Sted: Trondheim

Fagområde(r)
  • Økonomi og administrasjon
Kontaktinformasjon
Emneansvarlig/koordinator:

Ansvarlig enhet
NTNU Handelshøyskolen

Timeplan

Listevisning
Kalendervisning

Eksamensinfo

Vurderingsordning: Skriftlig skoleeksamen

Termin Statuskode Vurdering Vekting Hjelpemidler Dato Tid Eksamens- system Rom *
Høst ORD Skriftlig skoleeksamen 100/100 D 27.11.2024 15:00 INSPERA
Rom Bygning Antall kandidater
  • * Skriftlig eksamen plasseres på rom 3 dager før eksamensdato. Hvis mer enn ett rom er oppgitt, finner du ditt rom på Studentweb.
Eksamensinfo

For mer info om oppmelding til og gjennomføring av eksamen, se "Innsida - Eksamen"

Mer om eksamen ved NTNU