Fixed Income Securities

Postgraduate | 2026

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area/catalogue icon
Area/Catalogue
BAFI 5003
Course ID icon
Course ID
201811
Level of study
Level of study
Postgraduate
Unit value icon
Unit value
6
Course level icon
Course level
1
Work Integrated Learning course
Work Integrated Learning course
No
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.
Yes
Discipline group A
University-wide elective icon
University-wide elective course
Yes
Single course enrollment
Single course enrolment
Yes
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Note:
Course data is interim and subject to change

Course overview

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

  • Basics of Fixed Income Securities  
  • Managing Interest Rate Risk  
  • Portfolio Management  

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
  • Implement 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

Assumed knowledge

N/A

Textbook(s)

N/A

Inherent requirements

N/A

Other resources

N/A

Assessment

Multiple Choice Questions, Report, Multiple Choice Questions

Degree list
The following degrees include this course
Master of Finance and Business Analytics
Master of Applied Finance
Master of Finance
Master of Accounting and Finance