BSS Business School

• Debt Valuation I

• Debt Valuation II

Debt Valuation I: Debt securities, Risks associated with investing in bonds, Global bond sectors and instruments, Yield spreads, Introduction to the valuation of debt securities, Yield measures, Spot rates, Forward rates, Measurement of interest rate risk, The term structure and volatility of interest rates.

Debt Valuation II: Valuing bonds with embedded options, Mortgage-backed securities (MBS), Asset-backed securities, Valuing mortgage-backed and asset-backed securities, Assessing trading strategies, Principles of credit analysis, Fixed income – Portfolio management strategies.