Universität Wien

040015 VK KFK FM: Fixed Income Securities (2017S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 02.05. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.05. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 16.05. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 23.05. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 30.05. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 13.06. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 20.06. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 27.06. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

The course provides an introduction to fixed income securities. We will start with the discussion of the specific properties of the such securities and the institutional details of the most important markets. The main part of the course will be devoted to valuation techniques and risk management. At the end we will talk about certain important classes of fixed income securities, such as interest rate swaps or mortgage-backed securities.

Prerequisites
I will assume that you took Principles of Finance and Empirical Finance or similar courses. The Options and Derivatives course could be also useful, although it is not a requirement.

Assessment and permitted materials

The final grade will be based on the written exams, homework exercises and class participation. The exact details will be announced in the first class.

Minimum requirements and assessment criteria

Examination topics

Reading list

1. Veronesi, Pietro. "Fixed Income Securities: Valuation, Risk, and Risk Management", Wiley, 2010
2. Tuckman, Bruce, and Angel Serrat. "Fixed Income Securities: Tools for Today’s Markets", Wiley, 2012

Association in the course directory

Last modified: Mo 07.09.2020 15:28