Detail mata kuliah Sekuritas Pendapatan Tetap dan Derivatif, program studi S2 - Ilmu Manajemen

Detail SAP: Sekuritas Pendapatan Tetap dan Derivatif Tahun Ajaran 2015/2016 -02


Satuan Acara Pengajaran
Mata Kuliah ECMS802026 - Sekuritas Pendapatan Tetap dan Derivatif
Pengajar Dr. Yosman Bustaman M.B.A.
Dr. Buddi Wibowo
Tujuan Perkuliahan

Minggu Ke 8
Materi Modeling credit risk and corporate debt securities
Media power point, buku teks, data
Referensi SS Ch 10 Sundaresan, Suresh. Fixed Income Markets and Their Derivatives. 3rd Edition, Academic Press, 2009 (SS)
Aktivitas lecture, discussion data exercise

 

Minggu Ke 9
Materi Mortgage Back Securities (MBS)
Media power point buku teks data
Referensi SS Ch 11,12
Aktivitas lecture and discusiion

 

Minggu Ke 10
Materi Interest Rate Futures Contracts, Swaps, Caps & Floors
Media power point buku teks
Referensi ! FJF Ch. 27 ! Hull Ch. 6 ! SS Ch 15,16 Required Textbooks: 1. Fabozzi, Frank J. Bond Market, Analysis and Strategies. Prentice Hall ? Pearson International Edition, 7th Edition, 2010. (FJF) 2. Hull, John C. Options, Futures, and Other Derivative Securities. Prentice Hall ? Pearson International Edition, 8th , 2012. (Hull) 3. Sundaresan, Suresh. Fixed Income Markets and Their Derivatives. 3rd Edition, Academic Press, 2009 (SS)
Aktivitas lectures and discussion

 

Minggu Ke 11
Materi Credit Default Swap (CDS )
Media powerpoint buku teks
Referensi ! SS Ch 18 ! Hull Ch 27
Aktivitas lectures and discussion

 

Minggu Ke 12
Materi Repurchase Agreements (REPO)
Media powerpoint text book
Referensi SS Ch 5
Aktivitas lecture and discussion

 

Minggu Ke 13
Materi Collateralized Debt Obligation (CDO) − Treasury Inflation Protected Securities (TIPS)
Media power point
Referensi SS Ch 19 SS Ch 13
Aktivitas letures and discussion

 

Minggu Ke 14
Materi Group presentation: Research Proposal in lectured topics
Media
Referensi silabus
Aktivitas