Bond Markets - FSS 2018

This course was previously named Investments II. It focusses on bond markets.

Contact:

Prof. Dr. Erik Theissen

Schedule:

Monday, 10:15 - 11:45 in room O151 (from February 12 until April 16)

Monday, 17:15-18:45 in room O151 (from February 12 until April 16)

Thursday, 17:15 - 18:45 in room O151 (from February 22 until April 12)

No sessions on March 8, March 26, March 29, April 2 and April 5.

 

We will inform you in case there are any changes to the new schedule.

 

Exam: TBA

Course material:

Course material (slides, poblem sets) is available on Ilias. Please register for the course.

Please note:

  • The course material is meant to accompany the course. It is not intended to provide a substitute for attendance in class!
  • The "required readings" are relevant material even if not covered in class!

Target Audience:

  • Master Students (recommended prerequisite: FIN500 - Investments I)

Textbooks

  • Bodie, Z., A. Kane and A. Marcus (2014): Investments and Portfolio Management, 10th edition, McGraw Hill, chapters 14-16.
  • Fabozzi, F. (2016): Bond Markets, Analysis and Strategies, 9th edition, Pearson.
  • Sundaresan, S. (2009): Fixed Income Markets and their Derivatives, 3rd edition, Academic Press.
  • Veronesi, P. (2010): Fixed Income Securities, Wiley.