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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.
| Paper title | Fixed Income Security Analysis |
|---|---|
| Paper code | FINC310 |
| Subject | Finance |
| EFTS | 0.15 |
| Points | 18 points |
| Teaching period | Semester 2 (On campus) |
| Domestic Tuition Fees (NZD) | $872.70 |
| International Tuition Fees (NZD) | $4,405.05 |
- Prerequisite
- FINC 202 and (FINC 102 or FINQ 102 or QUAN 102)
- Schedule C
- Commerce
- Contact
- accountancyfinance@otago.ac.nz
- Teaching staff
- Teaching Arrangements
This paper is taught via lectures and tutorials.
- Textbooks
- Bond Markets, Analysis and Strategies (9th edition), by Frank J. Fabozzi, 2016, Pearson.
- 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
Students who successfully complete this paper should be able to
- Understand the bond market and the subprime mortgage crisis
- Calculate residential mortgage repayments and the balance
- Price and analyse both option-free and option-embedded bonds
- Understand the interest rate models
- Price interest-rate derivatives, including options, futures and swaps
Timetable
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.
| Paper title | Fixed Income Security Analysis |
|---|---|
| Paper code | FINC310 |
| Subject | Finance |
| EFTS | 0.15 |
| Points | 18 points |
| Teaching period | Not offered in 2022 (On campus) |
| Domestic Tuition Fees | Tuition Fees for 2022 have not yet been set |
| International Tuition Fees | Tuition Fees for international students are elsewhere on this website. |
- Prerequisite
- FINC 202 and (FINC 102 or FINQ 102 or QUAN 102)
- Schedule C
- Commerce
- Contact
- accountancyfinance@otago.ac.nz
- Teaching staff
- Teaching Arrangements
This paper is taught via lectures and tutorials.
- Textbooks
- Bond Markets, Analysis and Strategies (9th edition), by Frank J. Fabozzi, 2016, Pearson.
- 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
Students who successfully complete this paper should be able to
- Understand the bond market and the subprime mortgage crisis
- Calculate residential mortgage repayments and the balance
- Price and analyse both option-free and option-embedded bonds
- Understand the interest rate models
- Price interest-rate derivatives, including options, futures and swaps
