BUS 439 - Fixed Income Securities and Markets
ANNOUNCEMENTS:
Course handouts are available here, in PDF format (unless
otherwise stated). Download
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Handouts
1. Course Outline
Lecture Notes
Introduction
Time Value of Money
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
Homework Assignments
Homework 1 Solution
Homework 2 Solution
Homework 3 Solution
Homework 4 Solution
Homework 5 Solution
Homework 6 Solution
Answers to all questions, Chapters 1 - 8
Papers to Read
The Effects of the Default and
Call Risks on Bond Duration by Yan Alice Xie, Bing Anderson,
and Chunchi Wu
Affine Models of the Joint
Dynamics of Exchange Rates and Interest Rates by
Bing Anderson, Peter Hammond, and Cyrus Ramezani
| California Polytechnic State University
| Orfalea College of Business
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