Fin7037 fixed income Fall 2012.pdf

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1、FIN7037—FixedIncomeCarlH.LindnerCollegeofBusinessUniversityofCincinnatiFall2012Instructor:Prof.HuiGuoPhone:(513)556-7077Office:418CarlH.LindnerHallEmail:hui.guo@uc.eduClassHours:TuesdayandThursday3:30p-4:50pClassRoom:Lindner221Officehours:Thursday1pmto3pmandbyappointmentsCourseDesc

2、riptionandObjectivesThiscourseprovidesadetailedanalysisofthefixedincomemarketwithanemphasisonthepricingandriskoffixedincomesecurities,derivatives,andportfolios.Itoffersin-depthcoverageofbothTreasuryandcorporatedebtsecurities.Thecoursealsodiscussesseveralimportantpracticalissues,inc

3、ludinghowtheFederalReserveusesmonetarypolicytoinfluencethetermstructureofinterestrates,bondimmunization,andactivebondtradingstrategies.Thecoursehelpsstudentstoestablishasolidfoundationinunderstandingfixed-incomesecuritiesandfurthermoretoapplysuchknowledgetoreal-worldinvestmentdecis

4、ionsinbondmarkets.CourseMaterialsthTextbook:FrankJ.Fabozzi,BondMarkets,Analysis,andStrategies,8ed.thPrenticeHall(7editionisOK)LectureNotes:DownloadablefromBlackboard(studentsareresponsiblefordownloadingtheappropriatelecturenotesforthecurrenttopicsandbringingthemtoeachclassmeeting

5、)BloombergTerminal(locatedintheSAPlab):ItisnotrequiredforthecoursebutIstronglyrecommendthatyoutrytolearnhowtouseitTheWallStreetJournal:StronglyrecommendedBelowaresomefinancialwebsitesfromwhichyoucangetlatestfinancialnews:http://money.cnn.com/http://www.bloomberg.com/CourseCred

6、itGradesreflectyourperformanceontheitemslistedbelow.ClassParticipation10%Quiz10%FiveAssignments20%MidtermExamI20%MidtermExamII20%1FinalExam20%Total100%ClassParticipation:Studentsareexpectedtopreparebeforeeachclassandtoactivelyparticipateinclassdiscussions,includingansweringquestion

7、saboutthereadingassignmentsforcasestudyandsolvingproblemsontheboards.Eachclassmeetingiscriticalinbuildingupyourunderstandingofthematerialsovertimeandclassattendanceisthusnecessaryforyoutodowellinthiscourse.Assuch,a1%creditwillbedeductedfromyourcourseaverageforeachadditionalclassmis

8、sedafterallowableoneabsenc