FINS5536 固定收益证券与利率衍生品 · Fixed Income Securities and Interest Rate Derivatives

FINS5536 是新南威尔士大学（UNSW Sydney，UNSW）的一门课，开设在UNSW Business School，属于 School of Banking and Finance 领域。这一页汇总它的课程目录信息和新南学生留下的评价。

课程信息

中文课名：固定收益证券与利率衍生品

课程类型：Postgraduate course

学分：6

课程领域：School of Banking and Finance

所属学院：UNSW Business School

层级：Postgraduate Level 5

目录年份：2026

课程简介

Studies pricing, hedging and risk management of fixed income securities and interest rate derivatives. Includes: term structure dynamics (including bond price lattices, spot and forward rate models), analytical and numerical techniques, duration measures, interest rate derivative securities (including options, futures and swaps), the interaction between interest rate risk and credit risk, mortgage-backed securities and value-at-risk, the concepts of general collateral, an …

学生评价、难度与工作量

还没有新南学生给 FINS5536 写过评价。有人写了之后，这里会显示实用性、难度（difficulty）、推荐度和具体的课程体验——在那之前它是空的，不会用生成内容填满。

同领域课程

官方页面

FINS5536 handbook

独立学生社区，与新南威尔士大学官方无隶属关系。