Fixed Cash flow Syllabus
BU. 232. 720. 51
Tuesdays 6-9pm 6/4/13-7/23/13
Joseph A. Colantuoni, Ph. M.
Email Address: [email protected] edu
Necessary Text and Learning Materials
(1) Bruce Tuckman and Angel Serrat, 2012, Fixed Profits Securities: Tools for Today's Markets (3rd Edition), David Wiley & Sons, Incorporation.
(2) Notes from a class provided by the trainer. The lecture notes will be posted on Blackboard each week the day ahead of class. Optionally available Text and Learning Elements
Fabozzi, Frank T., 2012, Connect Markets, Research and Strategies (8th Edition), Prentice Area. Blackboard Internet site
A Blackboard course web page is set up just for this course. Every single student is definitely expected to examine the site throughout the semester since Blackboard would be the primary area for outside the house classroom communications between the course instructors and the students. Students may access the course internet site at https://blackboard.jhu.edu. Support for Blackboard exists at 1-866-669-6138.
As a research and learning community, the Carey Business School is definitely committed to continuous improvement. As a result each pupil must full the course evaluation within the continuous improvement process. Here is how to full the evaluation will be provided near the end of the training course.
Johns Hopkins University as well as the Carey Business School are committed to producing all educational programs, support services, and facilities accessible. To determine membership and enrollment for places to stay, please speak to the Carey Disability Services Office in time of entrance and allow least four weeks before the beginning of the top class meeting. College students should speak to Rachel Area in the Disability Services workplace by cellphone at 410-234-9243, by fax at 443-529-1552, or email: carey. [email protected] edu.
Important Academic Policies and Services
Statement of Selection and Addition
Carey Writing Middle
Inclement Weather Plan
Students happen to be strongly urged to consult the Johns Hopkins Carey Business School College student Handbook and Academic Directory and the University website http://carey.jhu.edu/syllabus_policies for in depth information about the above products.
This advanced course focuses on the major market segments and musical instruments, pricing and volatility, and risk management of fixed income securities and portfolios. Matters include features and hazards of a selection of fixed salary securities which include bonds with embedded alternatives, mortgage-backed and other derivative a genuine, yield propagates, forward costs and term structure ideas, risk management techniques, and bond investment hazards and profile management tactics. Course Review:
This course protects fundamental concerns in the value of fixed income investments. Specifically, it discusses tools for building and pricing the risk exposures of fixed income instruments and their derivatives. The focus with the course can be on popular interest rate designs routinely applied to benefit these securities. Emphasis is positioned on the make use of fixed salary instruments because tools for effective risk management.
Requirements: " Corporate Finance” and " Investments” happen to be prerequisites with this course. It can be beneficial, even though not necessary, not have taken " Derivatives” before acquiring this course.
College student Learning Targets for This Study course
All Carey graduates are expected to demonstrate skills on four Learning Goals, operationalized in eight Learning Objectives. These kinds of learning goals and objectives are maintained the courses Carey provides. For a total list of Carey learning goals and objectives, please label the website http://carey.jhu.edu/LearningAtCarey/LGO/index.html.
The learning goals for this program are:
1 . College students will apply quantitative equipment and ways to analyze and address company issues. 2 . Students will apply qualitative tools and techniques to evaluate and addresses...