Overview

Studies pricing, hedging and risk management of fixed income securities and interest rate derivatives. Includes: term structure dynamics (including bond price lattices, spot and forward rate models), analytical and numerical techniques, duration measures, interest rate derivative securities (including options, futures and swaps), the interaction between interest rate risk and credit … For more content click the Read More button below.

Conditions for Enrolment

Prerequisite: FINS5513 OR (enrolment in program 8406) OR (granted MFIN0001 48 Units of Credit in Admission Block Credit for program 8476)

Delivery

In-person - Standard (usually weekly or fortnightly)

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)