Please note! Course description is confirmed for two academic years (1.8.2018-31.7.2020), which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.
The objective of the course is to give students the key tools for analyzing, valuing and risk managing fixed income securities and derivatives, understanding the practical applications of such concepts, and being able to study current issues in the fixed income markets. The course will be useful to students interested in careers in banking, financial services, investment management, corporate financial management, or in the academia.
Schedule: 02.03.2021 - 12.04.2021
Teacher in charge (valid 01.08.2020-31.07.2022): Antti Suhonen
Teacher in charge (applies in this implementation): Antti Suhonen
Contact information for the course (applies in this implementation):
CEFR level (applies in this implementation):
Language of instruction and studies (valid 01.08.2020-31.07.2022):
Teaching language: English
Languages of study attainment: English
CONTENT, ASSESSMENT AND WORKLOAD
Topics discussed include the global fixed income market structure, valuation of key instruments traded in both government bond and credit markets including derivatives such as options, futures, swaps and structured products, interest rate risk management and modelling as well as the impact of macroeconomic events on fixed income markets. The course will cover theoretical models and concepts as well as practical applications and analysis.
Assessment Methods and Criteria
Final exam (50%)
Assignments and cases (50%)
Tuckman, Serrat (2012) Fixed Income Securities: Tools for Today s Markets, 3rd edition.
Rahoituksen perusteet or Principles of Corporate Financial Management and Derivatives and Fixed Income.
SDG: Sustainable Development Goals
1 No Poverty
8 Decent Work and Economic Growth
9 Industry, Innovation and Infrastructure
- Teacher: Antti Suhonen