Fixed Income Securities (FIX)

Reading list

Compulsory Literature:

Veronesi Pietro: Fixed Income Securities: Valuation, Risk, and Risk Management. Wiley, 2010. Chapters 1-7. ISBN: 978-0470109106

Recommended Reading:

Hull John. C.: Options, Futures, and other Derivatives. 8th edition (global). Pearson Education, 2011. ISBN: 978-0273759072.

This book is used in the Financial Derivatives (FID) course, which builds on the Fixed Income Securities (FIX) course. Chapters 1-7 of the book overlaps with much of the material in the FIX course, and are useful to understand the concepts of forwards, futures, FRAs, and interest rate swaps.

Change semester  

Course title:
Fixed Income Securities
Semester: Spring term 2020
Study period: 1 2
Rate of studies: 50%
Level: Graduate level (second cycle)
Credits: 7.5
Language of instruction: English

Course code: fe4126



Endast för studenter på följande utbildningar/Only for students on the following study programmes:
- Civilekonom finansiering
- Master Banking and Finance


Course coordinator:
Oskar Sjölander
Head of course:
Jens Josephson
Jens Josephson
Student services:
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