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pages_in_book - Ch. 12: 262, 264-268, 271-2 Ch. 12, 22 Ch....

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Finance 726 Detailed Chapter Readings Lecture number and Chapters Critical Pages to Read 1. Introduction; interest rates Ch. 1: 3-4,14-15,18-21 Ch. 1-2, 9 Ch. 2: All but 34-37 and 43-46 (do them later for topic 7, if not now) Ch. 9: skim it all, less on 185-6,188,193-4 2. The Fed and Fed funds futures Ch. 17: pages 392-3 Ch. 17-18 Start on rest of chapter for next topic 3. Duration & Convexity; Hedging Ch. 17: Rest, but ok to skim repricing model pages Ch. 17-18, 21-23 (393-405) or maybe even skip them Ch. 18: All (ok to save 436-43 for topic 13) Ch. 21: 497-502 ; Ch. 22: 525-535 ; Ch. 23: 549- 557 4. Credit risk/bankruptcy Ch. 10: All (can save 211-214 for topic 5) Look at Ch. 10-11 ROA section of appendix also ; Ch. 11: 235-239 5. Mortgages, prepayment risk (Ch.12) Ch. 12: 258-261, 263-4 6. Securitization, embedded options
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Unformatted text preview: Ch. 12: 262, 264-268, 271-2 Ch. 12, 22 Ch. 22: Same material as for topic 3 7. Sovereign risk, exchange rates Ch. 27:671-681 Ch. 27-28 Ch. 28: 695-715, Brady bonds on p. 720 8. IPOs, venture capital (Ch. 25) Ch. 25: 607-610, 628-630 9. Mutual funds & pensions (Ch. 7) Ch. 7: All ; Ch 13: 293-95 10. Bank assets, loan sales Ch. 3: All but credit unions on 66-68 Ch. 3, 12-13,25 Ch. 12: 250-258 Ch. 13: 277-78, 283-4, 286-7 Ch. 25: 605-607, 615-621, 624 11. Bank liabilities Ch. 13: 279-283, 289-291 Ch. 13-14, 26 Ch. 14: 299-303, 311-321; Ch. 26: 639-647 12. Bank capital Ch. 8: Skim all, but read 152, 158-9, 168-9 Ch. 8, 16 Ch. 16: All but 382-386 13. Insurance / finance companies Ch. 4: All ; Ch. 13: 291-3 Ch. 4, 16 Ch. 16: 383-386...
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