Grading guideline for tutorial participation (20 marks in total)
Tutorials to count:
You are expected to submit your solution to required questions in problem sets 1-11. You will be allowed
to not submit solution of one problem set. So you are expected to

Lecture 2
The term structure of
interest rates
Learning outcomes
By the end of this lecture you should:
Be familiar with the concept of the term structure of
interest rates and know what determines its shape
Be able to back out the term structure from

Lecture 7 SIM and factor models BKM 8.1-8.4, BKM 10
Learning outcomes
1. Be able to exploit the mispricing of assets
2. Understand the idea behind factor models, especial the Fama-French-Carhart four-factor model
Introduction
Lecture 6
Under CAPM, all a

Lecture 1 Introduction to Bond Pricing BKM 14.2, 14.3
Learning outcomes
Be familiar with the basic set-up of bonds
Price a bond via no-arbitrage conditions (arbitrage pricing)
Find the PV of a bond via discounting FCFs and link it to the logic of arbitrag

lecture2
Chapter 15 The Term Structure of Interest Rates
Multiple Choice Questions
1. The term structure of interest rates is:
A) The relationship between the rates of interest on all securities.
B) The relationship between the interest rate on a security