University of Technology, Sydney

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25728 Fixed Income Analysis

6cp
Requisite(s): 25721 Investment Management
These requisites may not apply to students in certain courses.
There are course requisites for this subject. See access conditions.

Postgraduate

Description

The market for fixed income financial instruments is the financial sector's largest worldwide. This is a specialised subject focusing on the conceptual and theoretical aspects of interest rates and risk management in local and international fixed income. The subject includes material on the term structure of interest rate, including spot, forward and swap interest rate structures. The pricing of fixed and floating rate bond pricing is addressed. The subject examines the role of bond portfolio strategies in generating speculative profits and in the reduction or portfolio risk. The subject focuses on the practical problems of fixed income portfolio management through a series of computer-based simulation exercises. This is a quantitative-based subject where applied problems and calculation are emphasised.


Detailed subject description.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.