Fixed Income Securities - ECO00056M

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  • Department: Economics and Related Studies
  • Module co-ordinator: Dr. Adam Golinski
  • Credit value: 10 credits
  • Credit level: M
  • Academic year of delivery: 2019-20

Module will run

Occurrence Teaching cycle
A Autumn Term 2019-20

Module aims

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.

Module learning outcomes

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.

Assessment

Task Length % of module mark
University - closed examination
Fixed Income Securities
2 hours 100

Special assessment rules

None

Reassessment

Task Length % of module mark
University - closed examination
Fixed Income Securities
2 hours 100

Module feedback

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).

Indicative reading

Veronesi, P., Fixed Income Securities, Valuation, Risk and Risk Management, John Wiley & Sons, 2010.



The information on this page is indicative of the module that is currently on offer. The University is constantly exploring ways to enhance and improve its degree programmes and therefore reserves the right to make variations to the content and method of delivery of modules, and to discontinue modules, if such action is reasonably considered to be necessary by the University. Where appropriate, the University will notify and consult with affected students in advance about any changes that are required in line with the University's policy on the Approval of Modifications to Existing Taught Programmes of Study.