Fixed Income and Debt Markets
Duration
- One Semester or equivalent
Contact hours
- 24 hours Face to Face + Blended + Swinburne Online
On-campus unit delivery combines face-to-face and digital learning. For Online unit delivery, learning is conducted exclusively online.
2022 teaching periods
Hawthorn Higher Ed. Semester 1 |
Hawthorn Higher Ed. Semester 2 | |
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Dates: Results: Last self enrolment: Census: Last withdraw without fail: |
Dates: Results: Last self enrolment: Census: Last withdraw without fail: |
Swinburne Online Teaching Period 1 |
Swinburne Online Teaching Period 3 | |
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Dates: Results: Last self enrolment: Census: Last withdraw without fail: |
Dates: Results: Last self enrolment: Census: Last withdraw without fail: |
Corequisites
NilAims and objectives
2. Identify the risks associated with fixed income securities and recommend measures to reduce these risks
3. Identify and explain the causes and consequences of debt distress in light of economic and financial crises
Unit information in detail
- Teaching methods, assessment and content.
Teaching methods
Type | Hours per week | Number of Weeks | Total |
Face to Face Contact Class | 2 | 12 | 24 |
Online Contact Directed Online Learning and Independent Learning | 1 | 12 | 12 |
Unspecified Learning Activities Independent Learning | 9.5 | 12 | 114 |
TOTAL | 150 hours |
Type | Hours per week | Number of Weeks | Total |
Online Contact Directed Online Learning and Independent Learning | 12.5 | 12 | 150 |
TOTAL | 150 hours |
Assessment
Online Tests (Individual) 10 - 20%
Final Examination (Individual) 30 - 50%
Content
- Types of fixed income securities and their characteristics
- Fixed income and debt markets
- Fixed income valuation and return analysis
- Term structure determination and yield spreads
- Interest rate risk and credit risk analysis
- Valuing bonds and embedded options
- Structured products
- Ethics in investing in fixed income securities
- FinTech advances with the fixed income market
Study resources
- Reading materials.