Checking date: 09/05/2018

Course: 2018/2019

Fixed Income
Study: Master in Finance (261)

Coordinating teacher: BALBAS DE LA CORTE, ALEJANDRO

Department assigned to the subject: Department of Business Administration

Type: Compulsory
ECTS Credits: 3.0 ECTS


Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40
Basic Bibliography
  • Beliaeva, Navalkha and Soto. Interest Rate Risk Modelling. Wiley Finance . 2008
  • Gerald O. Bierwag. Duration Analysis: Managing Interest Rate Risk. Longman Higher Education. 1987

The course syllabus and the academic weekly planning may change due academic events or other reasons.