A78618 Financial investment & pricing

At the end of the course the student will be able:

1. Identify and select among different types of fixed income securities in light of their  characteristics
2. Price fixed income securities based on market and trading practise
3. Calculate the term structure of interest rates and the resulting market expectations on future interest rates dynamics
4. Perform valuations of equity shares and calculate the value of rights in case of a share capital increase
5. Manage an investment portfolio incuding equities, fixed income securities, fx positions and commodities.
6. Manage the portfolio within risk and diversification constrains
7. Use CDS as a tool to reduce credit risk