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.


Please Note !


There will be no new admissions to this course.


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

Restrictions:


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

Contact:


Course coordinator:
Oskar Sjölander
Head of course:
Jens Josephson

Teachers: