Fixed Income Securities (FINC6014)
UNIT OF STUDY
This unit covers the concepts required for investment in fixed income securities, managing bond bond portfolios and understanding debt markets. Topics coverd 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
1x 3hr seminar per week
mid-semester exam (25%), group assignment (25%), and final exam (50%)
Faculty/department permission required?
Unit of study rules
Prerequisites and assumed knowledge
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