BUS 439 - Fixed Income Securities and Markets


ANNOUNCEMENTS:


Course handouts are available here, in PDF format (unless otherwise stated). Download Acrobat Reader to view PDF files.

Handouts

1. Course Outline



Lecture Notes

Introduction
Chapter 1
Chapter 2
Chapter 3
Chapter 4


Homework Assignments

The Case

Project 1
Project 2


Homework 1     Solution
Homework 2     Solution
Homework 3     Solution
Homework 4     Solution
Homework 5     Solution



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


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