Universität Wien
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040054 VK KFK FM: Fixed Income Securities (2016S)

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

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 10.05. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 24.05. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 31.05. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 07.06. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 14.06. 15:00 - 18:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 21.06. 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 markets and securities. We will start with the discussion of the specific properties of fixed income 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 repurchase agreements (REPOs) 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 (040085) will also be 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


Association in the course directory

Last modified: Mo 07.09.2020 15:28