Course content
This course aims to provides students with knowledge and tools to do research or work in the area of fixed income securities.
Course learning objectives
Students who pass this course should be able to:
Use parametric and nonparametric yield curve fitting techniques
Implement models for interest rates and apply these to derivative pricing
Use models for credit risk to price bonds and derivatives
Understand the use and pricing of credit derivatives
Available offerings
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Offering CRN
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Required materials and equipment
Class representative
The class representative provides a useful way to communicate feedback to the teaching staff during the course. They also work with the VUWSA Education Office on any academic issues that arise in their course. Reps are elected by students by the third week of classes every trimester. Being a rep requires a weekly commitment.
The Use of Te Reo Māori for Assessment Policy
Te Herenga Waka—Victoria University of Wellington values te reo Māori. Students who wish to submit any of their assessments in te reo Māori must refer to The Use of Te Reo Māori for Assessment Policy - PDF 134kb
He mea nui te reo Māori ki Te Herenga Waka. Ki te pīrangi koe ki te tuhituhi i ō aro matawai i roto i te reo Māori, tēnā me mātua whakapā atu ki te kaupapa here, The Use of Te Reo Māori for Assessment Policy - PDF 134kb
Course additions and withdrawals
If you want to add or drop a course you need to make sure you follow the correct process.
Important information
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Find out more:
- Enrolment and course advice
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- Examinations and assessments