Show/hide contentOpenClose All
Curricular information is subject to change
On completing this course students will be expected to:a) Critically appraise the mathematical models used in the fixed income securities market. b) Describe the various risks faced in the market and the ways to mitigate such risks. c) Explain the application of term structure models both in terms of calibration using current market prices and estimation using historical market data. d) Organise and prepare a number of assignments involving the application of mathematical models to the fixed income market using real world market data.
Student Effort Type | Hours |
---|---|
Lectures | 36 |
Specified Learning Activities | 44 |
Autonomous Student Learning | 84 |
Total | 164 |
Not applicable to this module.
Remediation Type | Remediation Timing |
---|---|
In-Module Resit | Prior to relevant Programme Exam Board |
• Feedback individually to students, post-assessment
• Group/class feedback, post-assessment
Not yet recorded.
Name | Role |
---|---|
Ms Elizabeth Geoghegan | Lecturer / Co-Lecturer |
Mr Shivam Agarwal | Tutor |
External & School Exams | Offering 51 | Week(s) - 39 | Fri 10:00 - 11:50 |
Lecture | Offering 51 | Week(s) - 38 | Fri 10:00 - 12:50 |
Lecture | Offering 51 | Week(s) - 38 | Mon 10:00 - 12:50 |
Laboratory | Offering 51 | Week(s) - 38 | Thurs 10:00 - 11:50 |
Laboratory | Offering 51 | Week(s) - 39 | Thurs 10:00 - 11:50 |
Laboratory | Offering 51 | Week(s) - 38, 39 | Tues 10:00 - 11:50 |
Lecture | Offering 51 | Week(s) - 39 | Wed 10:00 - 11:50 |
Lecture | Offering 51 | Week(s) - 38 | Wed 10:00 - 12:50 |