Fixed Income Analytics
UCASS – Beijing – online with Tulane’s A.B. Freeman School of Business
May 20-21, May 27-28, and June 3-4, 2023
Syllabus
Course Objectives:
The purpose of this course is to give students the skills necessary to analyze fixed income securities. A thorough understanding of this material is needed to effectively manage and/or evaluate a fixed income portfolio. We will discuss how to price various types of fixed income securities and how to measure their interest rate risk. We’ll learn how to hedge interest rate risk through the use of interest rate futures, interest rate futures options, and interest rate swaps. We’ll learn how to bootstrap zero-coupon rates, derive implied forward interest rates, and use them to price bonds. We will also examine various theories concerning the term structure of interest rates.
Our class will meet online through Zoom.
Class times:
May 20 8:30am – 12:30pm
May 20 8:30pm – 10:30pm
May 21 8:30am – 12:30pm
May 21 8:30pm – 10:30pm
May 27 8:30am – 12:30pm
May 27 8:30pm – 10:30pm
May 28 8:30am – 12:30pm
May 28 8:30pm – 10:30pm
June 3 8:30am – 12:30pm
June 3 8:30pm – 10:30pm
June 4 8:30am – 12:30pm
June 4 8:30pm – 10:30pm