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Fin 261A Enhanced syllabus Due Module 1 17-Jan 1 19-Jan 1 24-Jan 2 26-Jan 2 31-Jan 3 2-Feb 3 7-Feb 4 9-Feb 4 14-Feb

MIDTERM, 5 16-Feb 5 21-Feb NO CLASS 23-Feb NO CLASS 28-Feb 6 1-Mar 6 6-Mar 7 8-Mar 7 13-Mar 8 15-Mar 8 20-Mar 9 22-Mar 9 27-Mar 10 29-Mar 10 3-Apr 11 5-Apr 11 10-Apr NO CLASS 12-Apr NO CLASS 17-Apr 12 19-Apr 12 24-Apr 13 26-Apr 13 1-May FINAL EXAM

Module title Introduction, Course overview Introduction, Course overview Measuring yields Measuring yields Bond price volatility Bond price volatility Term structure of interest rates Term structure of interest rates Treasury and Agency securities Treasury and Agency securities

Reading Chapters 1 and 2 Chapters 1 and 2 Chapter 3 Chapter 3 Chapter 4 Chapter 4 Chapter 5 Chapter 5 Chapter 6 Chapter 6

Homework Assignment Chapter 2: Q3,4,5,6,7,8,11 Chapter 3: Q1,2,5 Chapter 3: Q7,10 Chapter 4: Q2,4 Chapter 4: Q17,20,21 Chapter 5: Q3,6 Chapter 5: Q13,14 Chapter 6: Q5,Q8 Chapter 6: Q11, Q2

Corporate debt instruments Corporate debt instruments Non-US securities Non-US securities CDOs CDOs Interest rate models and embedded options, 1 Interest rate models and embedded options, 1 Interest rate models and embedded options, 2 Interest rate models and embedded options, 2 Convertible bonds Convertible bonds

Chapter 7 Chapter 7 Chapter 9 Chapter 9 Chapter 16 Chapter 16 Chapters 17, 18 Chapters 17, 18 Chapters 17, 18 Chapters 17, 18 Chapter 20 Chapter 20

Chapter 7: Q11, 14 Chapter 7: Q18, 31, 32 Chapter 9: Q10, 13 Chapter 9: Q19, 20 Chapter 16: Q9, Q13 TEXT HW 1 Chapter 17: Q7, Q8, Q13 Chapter 18: Q2, Q5, Q6 Chapter 18: Q13 Chapter 18: Q17 Chapter 20: Q1, Q3 Chapter 20: Q7

Bond portfolio management Bond portfolio management Municipal debt Review

Chapters 23, 24 Chapters 23, 24 Chapter 8

Chapter 23: Q7 Chapter 23: Q10, Q16, Chapter 24: Q8 Chapter 8: Q12, Q18

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