SyllabusFall2017.pdf - McGill University Desautels Faculty...

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McGill University Desautels Faculty of Management Course Syllabus Fall 2017: FINE 451 Fixed Income Analysis Instructor: Marco Di Sabato Contact Information: Preferred method of communication is by email at [email protected] . My assistant is Ms Emilly Saracino and she can be reached at 514-398-1360 or by e-mail at [email protected] Office hours: Office hours: T/R 10:00 – 11:30 T/R 13:00 – 16:00 (Additional hours upon request) Office number: Room 236 Office phone number : 514-398-0505 Prerequisites Modern fixed income analysis is characterized by a quantitative approach and the course (and exams) will mirror this. As a result, students should be familiar with elementary : ü Financial mathematics: net present value and internal rate of return of a sequence of cash-flows ü Statistics, algebra and calculus: e.g., you should be able to solve a system of two equations and two unknowns, to compute the derivative of a simple function (including exponential and
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  • Fall '12
  • Vadim Dipietro
  • FINE 451 Syllabus Fall 2017

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