Module Specifications..
Current Academic Year 2023 - 2024
Please note that this information is subject to change.
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Description The aim of this course is to provide students with a thorough understanding of the range of financial markets and instruments. It will explore the operation of equity markets, bond markets, foreign exchange markets, and commodity and derivatives markets, with particular reference to the pricing of instruments in these markets. Further students will develop an understanding the tools and techniques for analysis and management of fixed income portfolios as well as an understanding of the markets that these securities are traded internationally. There will be a strong focus throughout the module on risk management issues which can be informed by certain analytic approaches. This module is delivered through a combination of weekly lectures and tutorials. Students are expected to attend lectures, to contribute to tutorials and to engage in on-line learning and research activities on a regular basis. In tutorials students will discuss solutions to problem sets and as well as expert articles. Students may also be required to work on a collaborative basis in groups for example in the case of continuous assessment. | |||||||||||||||||||||||||||||||||||||||||
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Learning Outcomes 1. Be able to describe the main financial markets and instruments, and demonstrate an understanding of how these markets operate and financial instruments are priced 2. Understand operations, and pricing in debt, equity, foreign exchange, and commodity markets 3. Understand operations, and pricing of forwards and futures. 4. Understand operations, and pricing of swap instruments. 5. Understand operations, and pricing of option instruments in equity, interest, currency, and commodity markets 6. Conduct an in-depth analysis of a firm's financial statements for the purposes of fixed income analysis 7. Value fixed income securities including government and agency securities, corporate debt, bonds with embedded options, asset backed securities(ABS); and derivatives for managing interest rate risk. 8. Be able to apply the principles and techniques of fixed income portfolio management. Including the assessment and analysis of elements which create risk for fixed income securities and markets, and to evaluate a range of risk measurement metrics | |||||||||||||||||||||||||||||||||||||||||
All module information is indicative and subject to change. For further information,students are advised to refer to the University's Marks and Standards and Programme Specific Regulations at: http://www.dcu.ie/registry/examinations/index.shtml |
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Indicative Content and Learning Activities
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Indicative Reading List
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Other Resources None | |||||||||||||||||||||||||||||||||||||||||
Programme or List of Programmes
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