- Department: Economics and Related Studies
- Credit value: 10 credits
- Credit level: M
- Academic year of delivery: 2022-23
Occurrence | Teaching period |
---|---|
A | Autumn Term 2022-23 |
This module will familiarize you with a thorough knowledge of the fixed income securities and techniques available for fixed income securities analysts who want to use it for investing, market-making or speculating. Fixed income markets and instruments will be overviewed in detail and you will be taught the concepts of bond portfolio management. Both economic intuitions and practical implications will be emphasized.
Having successfully completed the module, you will be able to demonstrate knowledge and understanding of the main theories and techniques underlying the valuation of fixed income securities. You will be able to analyse financial market data and to do the valuation of fixed income securities and their organization into portfolios. Also, you will be able to evaluate recent methods of fixed income securities evaluation and portfolio performance measurement.
Task | % of module mark |
---|---|
Online Exam -less than 24hrs (Centrally scheduled) | 100 |
None
Task | % of module mark |
---|---|
Online Exam -less than 24hrs (Centrally scheduled) | 100 |
Students will receive their marks within 6 weeks of the assessment taking place, at the same time as the marks are released a cohort feedback report will be published to all students. The students will also have the opportunity to view their exam script, the exam paper and the solutions as supervised script viewing sessions the following term (summer).
Veronesi, P., Fixed Income Securities, Valuation, Risk and Risk Management, John Wiley & Sons, 2010.