Professional Documents
Culture Documents
BUSINESS SCHOOL
Individual/ Assessment
Group
Conditions
Program
Learning
Outcomes
Assessed
Length
Weight
Due
Time
Due Date
Closing Date
Individual
Compulsory
2, 3
1 hour
25%
2:00pm
15-Sep-2016
15-Sep-2016
Group
Compulsory
2, 4, 5
12 pages 25%
4:00pm
17-Oct-2016
24-Oct-2016
Individual
Compulsory
2, 3
2.5
Hours
Final Exam
Period
Final Exam
Period
Academic
Honesty
50%
Week 4
For the meaning and operation of this table, see policy information in the box on the front page or click here
Assessment details
Mid-semester Exam
Task Description
The objective of the mid-semester exam is to motivate you to regularly revise the course material and to
complete the tutorial questions. The exam will provide you with feedback on your performance over the first 4
weeks of the course. The test will be 1 hour in duration and will be held in Week 8 in class. It will examine all
material covered in Weeks 1 to 4
Assessment Criteria
1. Attention to purpose
2. Use of literature/ Knowledge of theory
3. Analysis
BUSINESS SCHOOL
4.
5.
6.
7.
Problem solving
Conceptualisation
Critical reasoning / critical thinking
Time management/self management
Feedback - What, when and how feedback will be provided for this assessment
Worked solutions presented in Lectures
Group Assignment
Task Description
Students will be required to form groups of 3-5 and conduct a study of fixed income markets with the goal of
forming a bond portfolio from a range of individual fixed income securities. The particular details of the project
will be posted on blackboard in the first few weeks of the semester. The assigment will be submitted via
turnitin.
Assessment Criteria
1. Conforming with instructions (e.g. word length, font, other instructions)
2. Presentation, communication & style (written)
3. Clarity of expression (incl. accuracy, spelling, grammar, punctuation)
4. Attention to purpose
5. Use of literature/ Knowledge of theory
6. Methodology used is the most appropriate to the aims and objectives of the task
7. Data/information gathering/processing
8. Context in which subject is used
9. Analysis
10. Critical reasoning / critical thinking
Feedback - What, when and how feedback will be provided for this assessment
Before October 26th assignments with comments will be returned. Disussion of what was required for top
marks will be presented in lectures.
Final Exam
Task Description
This will be a closed-book examination of two hours duration held during the Examination Period. The
questions will cover the entire 13 weeks of the course. Further administrative details on the final exam will be
provided in Week 13
Assessment Criteria
1. Presentation, communication & style (written)
2. Attention to purpose
3. Use of literature/ Knowledge of theory
4. Methodology used is the most appropriate to the aims and objectives of the task
5. Analysis
6. Problem solving
7. Conceptualisation
8. Critical reasoning / critical thinking
9. Time management/self management
BUSINESS SCHOOL
Feedback - What, when and how feedback will be provided for this assessment
Final marks released subject to the University policy and timetable arrangement. The final exam will be
available for review during the exam review period.
* Sundaresan, S. (2009) Fixed Income Markets and Their Derivatives, 3rd edition, Academic Press
* Martellini, L., P. Priaulet and S. Priaulet (2003) Fixed Income Securities: Valuation, Risk Management, and
Portfolio Strategies, John Wiley [also available online via the library catalogue]
* Hull, J. (2009) Options, Futures and Other Derivatives, 7th Edition, Pearson Prentice Hall
Academic articles, supplementary materials and readings will be provided on blackboard
http://bonds.about.com/?once=true http://www.bondresources.com/
http://www.bondsonline.com/
http://www.investinginbonds.com/
http://www.bloomberg.com/news/bonds/
BUSINESS SCHOOL
5. Unit Schedule
Week
1
25 Jul 2016
2
1 Aug 2016
3
8 Aug 2016
4
15 Aug 2016
5
22 Aug 2016
6
29 Aug 2016
7
5 Sep 2016
8
12 Sep 2016
9
19 Sep 2016
List of Topics
Assessments Due
10
3 Oct 2016
11
10 Oct 2016
12
17 Oct 2016
13
24 Oct 2016
Securitization Part II
Interest Rate Derivatives
Bonds with embedded options/Guest Lecture
Assignment is due