Asset Class Credit Products
Brief description
The most common products in this asset class and characteristic numbers; potential indices and benchmarks for this asset class; active vs. passive strategies and replication of benchmarks; maybe: approaches estimation of the long-term return distribution for this asset class; objective functions and performance measures for this asset class; trading strategies for this asset class controlling a credit portfolio using derivatives; selection and optimisation for a credit portfolio: performance and attribution analysis for a credit portfolio
Mode of delivery
face to face
Type
compulsory
Recommended or required reading and other learning resources/tools
Reilly, F., Brown, K., 2003, Investment Analysis and Portfolio Management, 7th ed., ITPS Thomson Learning; Grinold, R., Kahn, R., 2008, Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, 2nd ed., McG
Planned learning activities and teaching methods
Interactive teaching (lecture and discussion)
Assessment methods and criteria
The assessment of this course relies on a written assignment with qualitative and quantitative tasks during the course (30 points) and a final written exam (70 points).
Prerequisites and co-requisites
Courses of the 1st semester
Infos
Degree programme
Quantitative Asset and Risk Management (Master)
Cycle
Master
ECTS Credits
2.00
Language of instruction
English
Curriculum
Part-Time
Academic year
2024
Semester
2 SS
Incoming
Yes
Learning outcome
After the successful completion of the course, students are able to characterize products of the asset class credit. They are capable of differentiating between different financial products within the asset class and identify their associated risks. Additionally, they are able to construct forecasting models for this asset class and utilize the results for portfolio allocation and selection. Furthermore, they have the ability to conduct performance and attribution analyses for this asset class.
Course code
0613-09-01-BB-EN-17