Fixed interest securities: theory and application

Lecturer VANNUCCI EMANUELE
Semester Spring
ECTS 3

Oral exam

Programme in English:
Market prices of fixed interest securities and the interest rate term structure.
Immunization portfolios using duration and convexity.
Swap markets.

Book: The Handbook of Fixed Income Securities; Fabozzi F.J., Mann S.V.; Editor Frank J. Fabozzi; 2005

SYLLABUS