333SYlbSPRING2010 - Saint Louis University John Cook School...

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Saint Louis University FIN-B333 John Cook School of Business Fixed Income Securities & Markets Dr. Alireza Nasseh Syllabus – Spring 2010 OFFICE: DS 358 TELEPHONE: (314) 977-3835 (Office) (314) 368-0898 (Cell) E-MAIL: nasseha@slu.edu OFFICE HOURS: MWF 10:00 – 11:30 a.m.; Mon & Wed 3:30 – 4:30 p.m.; and other times by appointment. REQUIRED TEXTS: Frank J. Fabozzi, Bond Markets: Analysis and Strategies , 7 th edition, Prentice Hall, 2010 SUPPLEMENTARY MATERIAL: A financial calculator such as HP-10B or TI-BA II is highly recommended. COURSE DESCRIPTION AND ITS OBJECTIVES: The size and innovations of the fixed income securities markets have grown tremendously over the past three decades. The objective of this course is to help students develop the analytical skills for properly valuing fixed income securities and managing interest rate risk. A good understanding of fixed income securities, their markets, and analytical tools and principles that apply to various types of fixed income securities is essential in both the financial industry and the corporate sector. In addition, materials covered in this course are compatible with the body of knowledge in Fixed Income Analysis which is required by the Chartered Financial Analysts (CFA) program. This course will examine the following topics from a modern perspective: Bond pricing, yields, and volatility; Interest rate term structure and yield curve; Securities, market structures, and analytical techniques for major fixed income sectors (Treasuries, Munies, Corporate Bonds, Mortgage-Backed Securities, CMO’s and asset- backed securities); Bond portfolio management strategies; Interest rate derivatives and risk management
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This note was uploaded on 04/26/2010 for the course FIN 333 taught by Professor Nasseh during the Spring '10 term at Saint Louis.

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333SYlbSPRING2010 - Saint Louis University John Cook School...

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