Money Market Securities
- Interest rates: various types
- Zero coupon yield curve
- Interest-bearing securities
- Discount securities: bills and notes
Foreign Exchange Markets
- Spot and forward foreign exchange markets
- Forward points
- Arbitraging foreign exchange markets against money markets
- Swaps
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Fixed Income Securities
- Characteristics of fixed income securities
- Pricing
- Risks
- Convertible securities
- characteristics, types, valuation and risks
- Hybrid securities
- variations on the "plain vanilla" theme
- the role of options
- common investor strategies
- Mortgage-backed and asset-backed securities
- aggregated mortgages as structured, tradeable securities
- types and attractions of the mortgage instrument
- prepayment risk and cash flow behaviour
- collateralised mortgage obligations (CMOs)
- asset-backed securities
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