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Baruch Continuing And Professional Studies (CAPS) - Debt & Fixed Income

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Contact the Professor at: christakis.droussiotis@baruch.cuny.edu

Summer 2018 Course Outline -  Lectures , Assignments and Exams

 The course is divided into three parts: Corporate Bonds, Corporate Loans and other short-term and
Long-term Debt structures including government issued notes/bonds, Munis, CDOs and CLOs.

Debt & Fixed Income Syllabus Summer 2018

Course # FIN 001101C

Room # VC 6-155

May 17

May 24

May 31

June 7

June 14

June 21

June 28

July 5

July 12

Jul 19
7.15pm Start
 

Friday
July 20
5:00 pm Start
At 17 Lexington
Room 311 

July 26
7:15pm Start

     

N

O

 

C

L

A

S

S

   

N

O

 

C

L

A

S

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Assigned Chapters

webassets/Bond_Book_.jpg

1-3

3-4

4-5

   

7, 21 & Handout

7 and Handout

16 and Handout

Handout Presentation

 

Assigned Lectures

#1

Intro to Debt & Fixed Income

Lecture #1

Bond Prices & Yield

Lecture #1a

#2

Bond Portfolio Analysis

Lecture #2

#3

Duration & Macaulay Duration

Lecture #3

Mid-Term Exam Review

 

#4

Corporate Loan Syndication

Presentation of U.S Syndications Market

#5

Measuring Credit & Market Risk

Lecture #5

#6

CLOs & CDOs

Lecture #6

#7

Leveraged Byouts

Case Stusy of Middle Market LBO - ABC Company

Final Exam Review

 

Assigned Spreadsheets

 

Bond Analysis

Covariance & Correlation

Bond Analysis

     

Private Co Valuation - WACC, CAPM & IRR

CLO Portfolio Model (Q&D)

Debt Capacity Analysis

 

EXAMS

       

MidTerm Exam

       

On-Line Final Exam

Homework Assignments

   

Due #1

Link

Homework #1 - Answers

 

Due #2

Link

Homework #2 - Answers

     

Due #3

Link

Homework #3 - Answers

Due #4

Link

Homework #4 - Answers

 

Reading Assignments

                     

Project Assigments

                   

SYLLABUS:

LECTURES:

Lecture #1 - Intro to Debt

Lecture #2 - Bond Portfolio Management

Lecture #3 - Duration & Convexity

Lecture #4 - Corporate Loan Syndication

Lecture #5 - Measuring Market & Credit Risk

Lecture # 6 - CLO/CDO Presentation

PRESENTATIONS:

Capital Markets

HOMEWORK:

Homework #1

Homework #2

Homework #3

Homework #4

SPREADSHEETS:

Link to Spreadsheets for Debt & Fixed Income Markets