Overview
Looks at interest rate risk (IRR) and techniques for managing risk. Topics covered include 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, caps, floors and swaps), mortgage-backed securities and their derivatives, portfolio management, … For more content click the Read More button below.
Conditions for Enrolment
Prerequisite: FINS2624
Delivery
In-person - Standard (usually weekly or fortnightly)
Course Outline
To access course outline please visit below link (Please note that access to UNSW Canberra course outlines requires VPN):
Fees
Type | Amount |
---|---|
Commonwealth Supported Students (if applicable) | $1829 |
Domestic Students | $5730 |
International Students | $5730 |
Pre-2019 Handbook Editions
Access past handbook editions (2018 and prior)