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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.

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 (NZD) $887.55
International Tuition Fees Tuition Fees for international students are elsewhere on this website.

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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

Dr Xinfeng (Edwin) Ruan

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

  1. Understand the bond market and the subprime mortgage crisis
  2. Calculate residential mortgage repayments and the balance
  3. Price and analyse both option-free and option-embedded bonds
  4. Understand the interest rate models
  5. Price interest-rate derivatives, including options, futures and swaps

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Timetable

Not offered in 2022

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

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 2023 (On campus)
Domestic Tuition Fees Tuition Fees for 2023 have not yet been set
International Tuition Fees Tuition Fees for international students are elsewhere on this website.

^ Top of page

Prerequisite
FINC 202 and (FINC 102 or FINQ 102 or QUAN 102)
Schedule C
Commerce
Contact
accountancyfinance@otago.ac.nz
Teaching staff

Dr Xinfeng (Edwin) Ruan

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:

  1. Understand the bond market and the subprime mortgage crisis
  2. Calculate residential mortgage repayments and the balance
  3. Price and analyse both option-free and option-embedded bonds
  4. Understand the interest rate models
  5. Price interest-rate derivatives, including options, futures and swaps

^ Top of page

Timetable

Not offered in 2023

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