pace fin359spring2019syllabus.doc

pace fin359spring2019syllabus.doc - PACE UNIVERSITY LUBIN...

This preview shows page 1 - 3 out of 5 pages.

PACE UNIVERSITY LUBIN SCHOOL OF BUSINESS FIN 359– PRINCIPLES OF FIXED INSTRUMENTS AND MARKETS SPRING 2019 Course Information: Course: CRN 21796 FIN 359 Principles of Fixed Income and Markets INSTRUCTOR: Professor Mahmoud Montasser Time & Date: Online Course E mail- [email protected] (best way to contact) Course Website: Course Description Analysis of the trading, pricing and use of various fixed income, derivative instruments including fixed and floating rate bonds, swaps and interest rate options. The course will emphasize theoretical and conceptual foundation in product valuation, bond fund management, interest rate and credit risk controls. Learning Objectives ( When you have completed this course you should know the following subjects) Pricing of Bonds-measuring yield Factors Affecting Bond Yields and the Term Structure of Interest Rates Bond Price Volatility Treasury and Agency Securities Markets Corporate Debt Instruments Municipal Securities Non-U.S. Bonds Corporate Bond Credit Analysis Credit Risk Modeling In addition, the course will cover the following subjects: Mortgage Pass-Through Securities CMOs and Stripped MBSs Commercial MBSs Asset-Backed Securities Collateralized Debt Obligations Bond Portfolio Management Strategies Bond Portfolio Construction Liability-Driven Strategies Bond Performance Measurement and Evaluation
Image of page 1

Subscribe to view the full document.

Textbook Bond Markets, Analysis, and Strategies, 9 th Ed, 2013, by Frank J. Fabozzi, Pearson. Grading and Course Requirements Discussions 21% Homework 24% Midterm 25% Final Exam 30% Grading scale 94-100=A; 90-93=A-; 87-89=B+; 84-86=B; 80-83=B-; 77-79=C+; 74-76=C; 70-73 =C-; 67-69=D+; 64-66=D; 61-63=D-; 0-60 =F. Discussions: There are eight Discussion modules posted to Discussion Board. Each student should post at least three in total to the posted question (one posting to the posted question and two postings on the peer’s responses.) in each module. Response to posted question should be at least four lines and threads should be at least three lines long. Your grade for Discussion is based on the number of
Image of page 2
Image of page 3
  • Fall '14
  • Structured finance, Collateralized debt obligation, Mortgage-backed security

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern