Students do at-home study, provided by the instructor. The detailed description on at-home study will be announced later. Students use Excel to deal with some problem sets, and write their own report. The report should be printed out in hard copy, and submitted before the deadline. Reports that are not completed or handed in on time receive zero point.

TBA

1. Attendance/participation (10%)


2. Mid-term exam (30%)


3. Assignment (10%)


4. Final exam (30%)


5. Report (20%)

There is no requirement textbook in this course but the lecture slides are based on Fixed income analysis by Fabozzi. You may use the earlier or latest editions. Textbooks do not change dramatically over time.