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Fixed Income and Derivatives
Engineering & Social Sciences Program
Madrid, Spain
Dates: mid Jan 2026 - early Jun 2026
Fixed Income and Derivatives
OVERVIEW
CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Accounting
Other Subject Area: Finance
Instruction in: English
Course Code: 13753
Transcript Source: Partner Institution
Course Details: Level 200
Recommended Semester Credits: 3
Contact Hours: 42
DESCRIPTION
FIRST PART: Fixed income markets, TSIR, Duration and convexity, introduction to credit risk.
SECOND PART: Basic concepts and properties of forwards, futures, calls, puts, swaps, etc.
THIRD PART: Black and Scholes, Greeks, other Basic dynamic issues.
SECOND PART: Basic concepts and properties of forwards, futures, calls, puts, swaps, etc.
THIRD PART: Black and Scholes, Greeks, other Basic dynamic issues.