2025/2026

Fixed Income

Type: Mago-Lego

Delivered by: International College of Economics and Finance

When: 2 module

Open to: students of one campus

Instructors: Vladimir Sokolov

Language: English

Contact hours: 38

Course Syllabus

Abstract

Fixed income analysis is an optional course for the master level students at ICEF. The course runs in the first semester. The course consists of three parts. In the first part we cover yield curve calculations and topics in bond portfolio management. The second part of the course introduces the arbitrage-free and equilibrium term structure models. The last part of the course introduces applications of the no-arbitrage theory to pricing derivative securities in different segments of the bond market. We cover a broad range of fixed-income products and contract specifications. The home work material also offers a heuristic introduction to numerical methods and various numerical recipes.