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Overview

The fixed income market is an important sector of the financial market on which various interest rate sensitive instruments, such as: bonds, swaps, swapations, caps, ect. are traded. The management of interest rate risk -by which we mean the pricing and hedging of interest rate products - is an important … For more content click the Read More button below.

Conditions for Enrolment

Enrolment in program 5659 or 8161 or 8719 or 8750 or 8411 or 8416 or 7659

Prerequisite: MATH5965 and MATH5975

Additional Enrolment Constraints

Assumed knowledge of 24 units of level III mathematics or a degree in a numerate discipline or permission of the Course Authority.

Delivery

In-person - Standard (usually weekly or fortnightly)

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

Access past handbook editions (2018 and prior)
Pre-2019 Handbook Editions