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Overview

This course covers the pricing, hedging and risk management of fixed income. It includes analytical and numerical techniques, duration measures, the interaction between interest rate risk and credit risk, and mortgage-backed securities.

Delivery

Fully online - Intensive

Please note that the above delivery information is an indication on how this course may be delivered within the year.  Delivery mode(s) for each term can be viewed on other sources such as myUNSW and class timetable site.

This Handbook is a comprehensive catalogue of our offerings and includes courses that can be taken to satisfy program requirements irrespective as to their availability for a particular year. Availability of courses is best checked using filters on this site or on the class timetable site.

Pre-2019 Handbook Editions

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Pre-2019 Handbook Editions