Weekly outline

    《尊重智慧財產權,請使用正版教科書,勿非法影印書籍及教材,以免侵犯他人著作權》

    瀏覽課程大綱Syllabus】【列印Print

  • 1. 8 September - 14 September

    Introduction

    1.Sectors of the U.S. Bond Market
    2.Overview of Bond Features
    3.Risks Associated with Investing in Bonds

    • 2. 15 September - 21 September

      Introduction

      1.Sectors of the U.S. Bond Market
      2.Overview of Bond Features
      3.Risks Associated with Investing in Bonds

      • 3. 22 September - 28 September

        Pricing of Bonds

        1.Pricing Floating-Rate and Inverse-Floating-Rate Securities
        2.Price Quotes and Accrued Interest

        • 4. 29 September - 5 October

          Pricing of Bonds

          1.Pricing Floating-Rate and Inverse-Floating-Rate Securities
          2.Price Quotes and Accrued Interest

          • 5. 6 October - 12 October

            Pricing of Bonds

            1.Pricing Floating-Rate and Inverse-Floating-Rate Securities
            2.Price Quotes and Accrued Interest

            • 6. 13 October - 19 October

              Pricing of Bonds

              1.Pricing Floating-Rate and Inverse-Floating-Rate Securities
              2.Price Quotes and Accrued Interest

              • 7. 20 October - 26 October

                Measuring Yield

                1.Total Return
                2.Applications of the Total Return
                3.Calculating Yield Changes

                 

                • 8. 27 October - 2 November

                  Measuring Yield

                  1.Total Return
                  2.Applications of the Total Return
                  3.Calculating Yield Changes

                   

                   

                  • 9. 3 November - 9 November

                    Measuring Yield

                    1.Total Return
                    2.Applications of the Total Return
                    3.Calculating Yield Changes

                     

                    • 10. 10 November - 16 November

                      Measuring Yield

                      1.Total Return
                      2.Applications of the Total Return
                      3.Calculating Yield Changes

                       

                      • 11. 17 November - 23 November

                        Bond Price Volatility

                        1.Additional Concerns when Using Duration
                        2.Do not Think of Duration as a Measure of Time
                        3.Measuring a Bond Portfolio's Respo

                        • 12. 24 November - 30 November

                          Bond Price Volatility

                          1.Additional Concerns when Using Duration
                          2.Do not Think of Duration as a Measure of Time
                          3.Measuring a Bond Portfolio's Respo

                          • 13. 1 December - 7 December

                            Bond Price Volatility

                            1.Additional Concerns when Using Duration
                            2.Do not Think of Duration as a Measure of Time
                            3.Measuring a Bond Portfolio's Respo

                            • 14. 8 December - 14 December

                              Bond Price Volatility

                              1.Additional Concerns when Using Duration
                              2.Do not Think of Duration as a Measure of Time
                              3.Measuring a Bond Portfolio's Respo

                              • 15. 15 December - 21 December

                                Factors Affecting Bond Yields and the Term Structure of Interest Rates

                                1.Base Interest Rate
                                2.Benchmark Spread
                                3.Term Structure of Interest Rates
                                4.Swap Rate Yield Curve

                                • 16. 22 December - 28 December

                                  Factors Affecting Bond Yields and the Term Structure of Interest Rates

                                  1.Base Interest Rate
                                  2.Benchmark Spread
                                  3.Term Structure of Interest Rates
                                  4.Swap Rate Yield Curve

                                  • 17. 29 December - 4 January

                                    Factors Affecting Bond Yields and the Term Structure of Interest Rates

                                    1.Base Interest Rate
                                    2.Benchmark Spread
                                    3.Term Structure of Interest Rates
                                    4.Swap Rate Yield Curve

                                     

                                    • 18. 5 January - 11 January

                                      Factors Affecting Bond Yields and the Term Structure of Interest Rates

                                      1.Base Interest Rate
                                      2.Benchmark Spread
                                      3.Term Structure of Interest Rates
                                      4.Swap Rate Yield Curve