Fixed Income and Group Project
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Unit of Study Outline
Unit code FINC 3019
Unit title Fixed Income Securities
Semester 1, 2012
Pre-requisite units: (FINC2012 or FINC2002) or (FINC2013 or FINC2003) or (FINC2014 or FINC2004)
Co-requisite units: N/A
Assumed Knowledge and/or skills: The unit builds on the material on asset pricing, capital structure and financial valuation studied in the first year finance unit. Knowledge of derivatives is desirable but not essential.
Unit coordinator: Dr Juan Yao
Room: Merewether 458
Email address: juan.yao@sydney.edu.au Phone: 93517650
Consultation Hours: Thursday 15:00-16:00
Class day(s): Thursday, time: 13:00-15:00 and venue: Peter Nicol Russell Lecture Theatre
Required Text / Resources: Fabozzi F.J. (2007) Bond Markets, Analysis and Strategies (7th Edition), Pearson Education.
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This Guide to Unit Learning Content and Assessment MUST be read in conjunction with the Guide to Business School Student Administration Manual (sydney.edu.au/business/currentstudents/student_information/student_administration_manual) and University Policies on Academic Honesty, Special Consideration, and all applicable policies that apply to every unit of study offered by the Business School (http://sydney.edu.au/business/currentstudents/policy) . In determining applications and appeals relating to these matters it will be assumed that every student has taken the time to familiarise themselves with these key policies and procedures.
1. Unit of study information (School handbook description) https://ssa.usyd.edu.au/ssa/handbook/uossearch.jsp?searchtype=S
2. Learning aims
The unit aims to provide students with: * An ability to identify fixed income markets and their role in the economy. * An understanding of fixed income financial instruments and their purposes. * An appreciation of the dynamics of interest rates and their term structure. * An ability to apply
Unit of Study Outline
Unit code FINC 3019
Unit title Fixed Income Securities
Semester 1, 2012
Pre-requisite units: (FINC2012 or FINC2002) or (FINC2013 or FINC2003) or (FINC2014 or FINC2004)
Co-requisite units: N/A
Assumed Knowledge and/or skills: The unit builds on the material on asset pricing, capital structure and financial valuation studied in the first year finance unit. Knowledge of derivatives is desirable but not essential.
Unit coordinator: Dr Juan Yao
Room: Merewether 458
Email address: juan.yao@sydney.edu.au Phone: 93517650
Consultation Hours: Thursday 15:00-16:00
Class day(s): Thursday, time: 13:00-15:00 and venue: Peter Nicol Russell Lecture Theatre
Required Text / Resources: Fabozzi F.J. (2007) Bond Markets, Analysis and Strategies (7th Edition), Pearson Education.
-------------------------------------------------
This Guide to Unit Learning Content and Assessment MUST be read in conjunction with the Guide to Business School Student Administration Manual (sydney.edu.au/business/currentstudents/student_information/student_administration_manual) and University Policies on Academic Honesty, Special Consideration, and all applicable policies that apply to every unit of study offered by the Business School (http://sydney.edu.au/business/currentstudents/policy) . In determining applications and appeals relating to these matters it will be assumed that every student has taken the time to familiarise themselves with these key policies and procedures.
1. Unit of study information (School handbook description) https://ssa.usyd.edu.au/ssa/handbook/uossearch.jsp?searchtype=S
2. Learning aims
The unit aims to provide students with: * An ability to identify fixed income markets and their role in the economy. * An understanding of fixed income financial instruments and their purposes. * An appreciation of the dynamics of interest rates and their term structure. * An ability to apply
Links: o Frank J. Fabozzi, 2005, Fixed-income Mathematics: Analytical and Statistical Techniques (4th edition), McGraw-Hill Companies, Inc. o Frank J. Fabozzi, 2001, The Handbook of Fixed-income Securities (6th edition), McGraw-Hill Companies, Inc. o Leland E. Crabbe and Frank J. Fabozzi, 2001, Managing a Corporate Bond Portfolio, edited by Leland E Tuckman, Bruce, 2002, Fixed Income Securities (2nd edition), Wiley Finance.