BUS 424 Fixed Income Securities and Markets

Syllabus
 

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Lecture Notes


Lecture Notes Date 

Bond Market and pricing Overview

Yield and Return

Duration and Convexity

5/19/2009

Risk and Term Structure

Treasury, Agency, Corporate and Municipal Bonds

5/21/2009
Bond Portfolio Management 5/26/2009
Liability Funding Strategies 5/28/2009

Mortgage and Mortgage Pass-through

6/4/2009
Collateralized Mortgage Obligations, ABS, CDO  6/9/2009
Bonds with Embedded Options; Convertible Bonds 6/11/2009
Interest Rate Futures, Swaps and CDS 6/16/2009

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Assignments

Assignment  Due Date

Homework 1

Homework 1 Solution

5/26/2009

Homework 2

Homework 2 Solution

6/2/2009

Homework 3

Homework 3 Solution

6/16/2009
Homework 4 & Solution 6/18/2009
   

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