FINC3019 FIXED INCOME NOTES
Subject notes for USYD FINC3019
Description
Very detailed notes with diagrams and formulas. Includes some detail from tutorials. Topics include: introduction, pricing of option free bonds, duration and convexity, yield curve and term structure of interest rates, term structure of interest rates, building a spot curve, bond portfolio management I & II, securitisation I & II, interest rate derivatives, bonds with embedded options.
USYD
Semester 2, 2018
45 pages
18,648 words
$29.00
12
Campus
USYD, Camperdown/Darlington
Member since
February 2016