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Unit of Study

Fixed Income Securities
UoS Code FINC6014
Credit points 6
Offered Semester 2
Prerequisites FINC5001
Assumed Knowledge
Additional Information
Lectures 1x 3hr seminar per week
Assessment mid-semester exam (25%), group assignment (25%), and final exam (50%)
Description This unit covers the concepts required for investment in fixed income securities, managing bond portfolios and understanding debt markets. Topics covered include duration, convexity, interest rate risk, bond volatility and the term structure of interest rates. The more complex types of debt securities studied include mortgage backed securities, corporate bonds with embedded options such as convertible bonds and interest rate derivatives.