FINC310 Fixed Income Security Analysis

An introduction to the products, risks, valuation and portfolio management of fixed income securities.

This course covers the valuation of fixed income (interest) securities and derivatives and their uses in a portfolio construction and hedging.

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Prerequisite

FINC 202 and (FINC 102 or FINQ 102 or QUAN 102)

Schedule C

Commerce

Contact

accountancyfinance@otago.ac.nz

Teaching staff

To be advised when paper next offered

Teaching Arrangements

Lectures and tutorials.

Textbooks

Bond Markets, Analysis and Strategies (8th edition), by Frank J. Fabozzi, Prentice Hall.

Course outline

View the course outline for FINC 310

Graduate Attributes Emphasised

Communication, Critical thinking, Self-motivation.
View more information about Otago's graduate attributes.

Learning Outcomes

The main goals of this paper are:

1. to give students a solid grounding in the characteristics and valuation of debt securities; and,
2. how to manage a portfolio of fixed income securities and their risks.

It roughly follows the fixed income section of the CFA® Program-™s Candidate Body of Knowledgeâ„¢. The CFA Institute regularly surveys members and other financial professionals to update the required knowledge. This course will cover a good deal of this required knowledge.

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