Fixed Income Securities
Postgraduate
Postgraduate
MATH 5033
Postgraduate
No
100846
4.5
No
School of Information Technology and Mathematical Sciences
To introduce students to fixed income securities, and to markets in bonds and related products.
Bond mathematics; bond volatility; term structure of interest rates; securities; mortgages; mortgage-backed securities; bonds with embedded options; modelling interest rate risk; interest rate derivatives; bond portfolio management techniques.
Fabozzi, F.J. 2009, Bond Markets, Analysis and Strategies, 7th edition, Prentice Hall, New York
Common to all relevant programs | |
---|---|
Subject Area & Catalogue Number | Course Name |
MATH 5040 | Statistical Foundations M |
Nil
Component | Duration | ||
---|---|---|---|
INTERNAL, CITY WEST | |||
Lecture | 3 hours x 13 weeks | ||
Tutorial | 1 hour x 12 weeks |
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assignment 1, Assignment 2, Examination
EFTSL*: 0.125
Commonwealth Supported program (Band 3)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
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Non-award enrolment
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* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.