| Fixed Income Securities | |
|---|---|
| UoS Code | FINC6014 |
| Credit points | 6 |
| Offered | Semester 2 |
| Prerequisites | FINC5001 |
| Corequisites | |
| Prohibitions | |
| Assumed Knowledge | |
| Additional Information | |
| Lectures | 3 hrs per week |
| Assessment | Group project; Mid-semester test; Final examination |
| Description | This unit covers the basic concepts and issues in fixed income securities, bond portfolio analysis and closely related financial instruments in risk management. The unit begins with the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics (introducing fundamental concepts such as duration, yield and term structure). Sectors of the debt market including treasury securities, corporate bonds, mortgage-backed securities, and convertible bonds are analysed. The use of derivatives and a selection of special topics in Fixed Incomes are also discussed. |
- Timetables
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For timetabling information for units of study please refer to the Faculty timetable page.
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