Direct access to content

EDHEC Business School

Version
Française

Advanced research

Master of Science in Finance

You are here : MSc in Finance > Curriculum > Core Courses

Module 06 - Fixed Income Analysis and Risk Management

This course is about interest rates and risk management in bond markets. It develops insights into different bond portfolio strategies and illustrates how various types of derivative securities can be used to shift the risks associated with investing in fixed-income securities. It also provides extensive coverage on all sectors of the bond market and the techniques for valuing Treasury bonds as well as related securities such as corporate bonds, exchange-traded bond options, bonds with embedded options, floating rate notes, caps, collars, and floors, credit derivatives, mortgage-backed securities, etc. This course is oriented towards a rigorous, quantitative, approach to fixed-income portfolio management, and by the end of this class, participants are expected to reach an in-depth understanding of state-of-the art techniques used to generate performance and implement risk management processes in fixed-income markets.

Written by DELPHINE DUFIET
Date of update June 30, 2008

[ Top of the page ]

Programmes : Theseus-EDHEC MBA - EDHEC Grande Ecole - Master in Management - MSc in Finance - MSc in Capital Markets - MSc in Corporate Finance - MSc in Risk and Asset Management - MSc in Management Control - MSc in Strategic Management - MSc in Marketing Management - Bachelor ESPEME - PhD in Finance
Executive Education : EDHEC Executive - Executive MBA - IMARISC - Cycle Supérieur de Management (CSM) - CEVE (BADGE CIF, Conseil en Investissements financiers) - Séminaires - Intras - EDHEC Asset Management Education
EDHEC Corporate : Discover EDHEC - History - Campuses - Recruitment - Media - Research Centres - Chairs - EDHEC Foundation
Contact : Contact us