BFC-M-03: Fixed Income Instruments

Summer Term 2019

Course Description

This course introduces the most important pricing and risk management models for fixed income instruments. Students analyze and learn about fixed income instruments, e.g. coupon bonds, floating rate notes, fixed income futures- and forward contracts as well as interest rate swap contracts and options. The course is structured as follows:

  • Interest Rates
  • Bond Markets
  • Bond Forwards & Futures
  • Interest Rate Swaps
  • Credit Risk
  • Interest Rate Options
  • Ho-Lee Model

Course and exam language: German

The Module in the Study Program

  • Module: BFC-M-03
  • Course level: Master
  • Recommended semester: 3-4
  • ECTS-Credits: 6
  • For information on the status of the course in the study program please refer to the website of the examining board ("Prüfungsausschuss")

Bibliography & Course Material

The corresponding bibliography and further information on the course can be found in the course catalogue ("Modulhandbuch") available for download through

Course material as well as information on organisational details will be provided on the Virtual Campus. The access code will be communicated in the course of the first lecture and may be requested by e-mail to bwl-bfc(at)

Registration & Scheduling

Registration and deregistration for the exam online through FlexNow! during the official registration period of the Faculty of Social Sciences, Economics and Business Administration.

(Keine Daten aus UnivIS gefunden (060107BFC-M-03))