Fixed Income Securities (FINC6014)

UNIT OF STUDY

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.

Our courses that offer this unit of study

Further unit of study information

Classes

1x 3hr seminar per week

Assessment

mid-semester exam (25%), group assignment (25%), and final exam (50%)

Faculty/department permission required?

No

Unit of study rules

Prerequisites and assumed knowledge

FINC5001

Study this unit outside a degree

Non-award/non-degree study

If you wish to undertake one or more units of study (subjects) for your own interest but not towards a degree, you may enrol in single units as a non-award student.

Cross-institutional study

If you are from another Australian tertiary institution you may be permitted to underake cross-institutional study in one or more units of study at the University of Sydney.