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FINC460 Advanced Fixed Income Securities

Topics relevant to fixed income securities. Students are exposed to literature about fixed income securities, prepare a research project and learn the skills of presentation.

The domestic and international fixed income markets account for a large proportion of investable assets, as well as of trading volume. A good understanding of theories and tools is necessary for practical valuation of fixed income assets and corporate financial decisions.Hence, in this paper the concepts, tools and techniques used to price fixed income securities and interest rate sensitive products at an advanced level are introduced and discussed.

Paper title Advanced Fixed Income Securities
Paper code FINC460
Subject Finance
EFTS 0.1667
Points 20 points
Teaching period Not offered in 2017
Domestic Tuition Fees (NZD) $1,037.87
International Tuition Fees Tuition Fees for international students are elsewhere on this website.

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Notes
Admission subject to approval from Head of Department.
Learning Outcomes
  • Demonstrate the understanding of financial theory pertaining to term structure of interest rate and how to price a range of fixed-income securities
  • Demonstrate an understanding of and skills in valuing fixed-income securities and interest rate sensitive products
  • Demonstrate an understanding and appreciation of critical thinking and lifelong learning
  • Demonstrate an understanding of and skills in writing quality research papers or consulting project reports
  • Demonstrate the ability to present authoritatively a set of ideas in a clear, concise and professional manner
Contact
accountancyfinance@otago.ac.nz
Teaching staff
To be advised when paper next offered.
Paper Structure
This paper:
  • Provides an introduction to term structure of interest rates
  • Reviews and synthesises the fundamental themes in fixed-income security research and practice
  • Explores the latest ideas for doing empirical research in fixed-income security
  • Provides opportunities to develop global and interdisciplinary perspectives and learning environments, in which students develop both soft and hard skills required in a finance career
Teaching Arrangements
Lectures and tutorials.
Textbooks
There is a list of compulsory readings (cases, books and journal articles) in the course outline.
Course outline
View the course outline for FINC 460
Graduate Attributes Emphasised
Global perspective, Communication, Critical thinking, Information literacy, Research, Self-motivation.
View more information about Otago's graduate attributes.

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Timetable

Not offered in 2017

Location
Dunedin
Teaching method
This paper is taught On Campus
Learning management system
Blackboard

Topics relevant to fixed income securities. Students are exposed to literature about fixed income securities, prepare a research project and learn the skills of presentation.

The domestic and international fixed income markets account for a large proportion of investable assets, as well as of trading volume. A good understanding of theories and tools is necessary for practical valuation of fixed income assets and corporate financial decisions.Hence, in this paper the concepts, tools and techniques used to price fixed income securities and interest rate sensitive products at an advanced level are introduced and discussed.

Paper title Advanced Fixed Income Securities
Paper code FINC460
Subject Finance
EFTS 0.1667
Points 20 points
Teaching period Not offered in 2018
Domestic Tuition Fees Tuition Fees for 2018 have not yet been set
International Tuition Fees Tuition Fees for international students are elsewhere on this website.

^ Top of page

Notes
Admission subject to approval from Head of Department.
Contact
accountancyfinance@otago.ac.nz
Teaching staff
To be advised when paper next offered.
Paper Structure
This paper:
  • Provides an introduction to term structure of interest rates
  • Reviews and synthesises the fundamental themes in fixed-income security research and practice
  • Explores the latest ideas for doing empirical research in fixed-income security
  • Provides opportunities to develop global and interdisciplinary perspectives and learning environments, in which students develop both soft and hard skills required in a finance career
Teaching Arrangements
Lectures and tutorials.
Textbooks
There is a list of compulsory readings (cases, books and journal articles) in the course outline.
Course outline
View the course outline for FINC 460
Graduate Attributes Emphasised
Global perspective, Communication, Critical thinking, Information literacy, Research, Self-motivation.
View more information about Otago's graduate attributes.
Learning Outcomes
  • Demonstrate the understanding of financial theory pertaining to term structure of interest rate and how to price a range of fixed-income securities
  • Demonstrate an understanding of and skills in valuing fixed-income securities and interest rate sensitive products
  • Demonstrate an understanding and appreciation of critical thinking and lifelong learning
  • Demonstrate an understanding of and skills in writing quality research papers or consulting project reports
  • Demonstrate the ability to present authoritatively a set of ideas in a clear, concise and professional manner

^ Top of page

Timetable

Not offered in 2018

Location
Dunedin
Teaching method
This paper is taught On Campus
Learning management system
Blackboard