The course aims, through the intensive use of the financial info-provider Bloomberg, to deepen the knowledge of the operating techniques on the bond market by analysing the structure of the European bond market according to the liquidity and risk criteria and the recent developments relating to new issuers. Subsequently, the issues of mathematics of bonds will be addressed, the pricing of the main types of securities and the related risk measures. The elements of the securities are analysed in detail by examining various emission regulations and the markets on which they are listed. The calculation of the credit spread measures for the main types of securities is analysed as is the "relative value analysis" through the examination of operating cases. Finally, the use of credit default swaps will be analysed with a view to comparing them with credit spread measures.
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