Fixed Income Securities
Course Level Postgraduate
Area/Catalogue
MATH 5033
Course Level
Postgraduate
Offered Externally
No
Course ID
100846
Unit Value
4.5
University-wide elective course
No
Course owner
School of Information Technology and Mathematical Sciences
Course aim
To introduce students to fixed income securities, and to markets in bonds and related products.
Course content
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.
Textbook(s)
Fabozzi, F.J. 2009, Bond Markets, Analysis and Strategies, 7th edition, Prentice Hall, New York
Prerequisite(s)
| Common to all relevant programs | |
|---|---|
| Subject Area & Catalogue Number | Course Name |
| MATH 5040 | Statistical Foundations M |
Corequisite(s)
Nil
Teaching method
| 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.
Assessment
Assignment 1, Assignment 2, Examination
Fees
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
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.
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.
Course Coordinators
Degrees this course is offered in
