This course describes the organization and the mechanisms of fixed income markets, and presents the fundamental principles of fixed income investments. We will only use Excel and maybe a bit of VBA, the objective will be to tackle problems from a concrete point of view.
Fabozzi, Frank J., Fixed Income Analysis, 2nd edition, 2007, Wiley, CFA Institute Investment Series, 768 pages.
Fabozzi, Frank J., Fixed Income Mathematics: Analytical And Statistical Techniques, 4th edition, 2006, Mc Graw-Hill, 456 pages.
Fabozzi, Frank J., Bond Markets, Analysis, and Strategies, Pearson Education, 2009, 792 pages.
Tuckman B., and A. Serrat, Fixed Income Securities: Tools for Today's Markets, John Wiley & Sons Ltd, 3rd Revised edition, 2011, 624 pages.
Final Exam 70%, 2 x Quizz 10%, Participation 10%