Fixed Income Securities (H)

Undergraduate | 2026

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area/catalogue icon
Area/Catalogue
ACCT 4003
Course ID icon
Course ID
205091
Level of study
Level of study
Undergraduate
Unit value icon
Unit value
6
Course level icon
Course level
4
Study abroad and student exchange icon
Inbound study abroad and exchange
Inbound study abroad and exchange
The fee you pay will depend on the number and type of courses you study.
No
University-wide elective icon
University-wide elective course
No
Single course enrollment
Single course enrolment
No
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Note:
Course data is interim and subject to change

Course overview

This course examines the valuation of fixed-income securities, the market operations and management of risk. Topics include: valuation of bonds, term structure of interest rate, measuring and managing interest rate risk, corporate bond market, passive and active bond portfolio management, performance measurement, securitisation and interest rate derivatives.

Course learning outcomes

  • Identify the different types of fixed income securities and their characteristics
  • Value fixed income securities
  • Derive spot yield curve
  • Measure and manage interest rate and credit risk
  • Know passive and active fixed income portfolio management techniques
  • Know the principles of securitisation

Prerequisite(s)

N/A

Corequisite(s)

N/A

Antirequisite(s)

N/A

Assessment

Exam, Assignment, Exam