NPTEL : NOC:Management of Fixed Income Securities (Humanities and Social Sciences)

Co-ordinators : Prof. Jitendra Mahakud


Lecture 1 - Introduction to Fixed Income Securities

Lecture 2 - Risks in Fixed Income Securities Investments

Lecture 3 - Bond Valuation - I

Lecture 4 - Bond Valuation - II

Lecture 5 - Bond Price Relations

Lecture 6 - Bond Returns - I

Lecture 7 - Bond Returns - II

Lecture 8 - Bond Returns - III

Lecture 9 - Bond Returns - IV

Lecture 10 - Level of Interest Rate Determination - I

Lecture 11 - Level of Interest Rate Determination - II

Lecture 12 - Level of Interest Rate Determination - III

Lecture 13 - The Term Structure of Interest Rates - I

Lecture 14 - The Term Structure of Interest Rates - II

Lecture 15 - The Term Structure of Interest Rates - III

Lecture 16 - The Term Structure of Interest Rates - IV

Lecture 17 - The Term Structure of Interest Rates - V

Lecture 18 - The Term Structure of Interest Rates - VI

Lecture 19 - The Term Structure of Interest Rates - VII

Lecture 20 - The Term Structure of Interest Rates - VIII

Lecture 21 - Determination of Theoretical Spot Rate and Forward Yield Curves

Lecture 22 - Interest Rate Risk

Lecture 23 - Bond Duration

Lecture 24 - Bond Convexity

Lecture 25 - Default Risk

Lecture 26 - Short-Term Government Bond Markets

Lecture 27 - Long-Term Government Bond Markets

Lecture 28 - Issuance and Trading Mechanism of Government Securities

Lecture 29 - Short-Term Corporate Bond Markets

Lecture 30 - Medium and Long-term Corporate Bond Markets

Lecture 31 - Issuance and Trading Mechanism of Corporate Securities

Lecture 32 - Municipal Bonds - I

Lecture 33 - Municipal Bonds - II

Lecture 34 - Debt Securities of Commercial Banks

Lecture 35 - International Bonds

Lecture 36 - Bonds with Embedded Options

Lecture 37 - Binomial Valuation of Callable Bonds - I

Lecture 38 - Binomial Valuation of Callable Bonds - II

Lecture 39 - Binomial Valuation of Puttable and Sinking-Fund Bonds

Lecture 40 - Binomial Valuation of Convertible Bonds

Lecture 41 - Estimation of Binomial Trees - I

Lecture 42 - Estimation of Binomial Trees - II

Lecture 43 - Estimation of Binomial Trees - III

Lecture 44 - Estimation of Binomial Trees - IV

Lecture 45 - Estimation of Binomial Trees - V

Lecture 46 - Bond Investment Strategies - I

Lecture 47 - Bond Investment Strategies - II

Lecture 48 - Bond Investment Strategies - III

Lecture 49 - Bond Investment Strategies - IV

Lecture 50 - Bond Investment Strategies - V

Lecture 51 - Mortgage Backed Securities - I

Lecture 52 - Mortgage Backed Securities - II

Lecture 53 - Mortgage Backed Securities - III

Lecture 54 - Mortgage Backed Securities - IV

Lecture 55 - Mortgage Backed Securities - V

Lecture 56 - Fixed Income Securities Derivatives - I

Lecture 57 - Fixed Income Securities Derivatives - II

Lecture 58 - Fixed Income Securities Derivatives - III

Lecture 59 - Fixed Income Securities Derivatives - IV

Lecture 60 - Fixed Income Securities Derivatives - V