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

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Upon completion of this course, you will have a comprehensive knowledge of the behavior of market interest rates, the pricing of bonds, measures of yield and return, duration and immunization, yield curves and secured and unsecured debt. Emphasis will also be placed on the role of US Treasury securities.

Students that want to drop their files for the Professor please use the inbox below. Please note that you need to write your name inside the body of the file and then upload it on dropbox.

Professor's INBOX - CAPS

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.

Syllabus - Debt & Fixed Income Markets Fall 2018

Course # FIN 001101C

Room # VC 6-155

Sep 24

Oct 1

Oct 8

Oct 15

Oct 22

Oct 29

Nov 5 

Nov 12

Nov 19

Nov 26

Dec 3

     

N

O

 

C

L

A

S

S

               

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 & Valuation

Bond Analysis & Valuation

     

Private Co Valuation - WACC, CAPM & IRR

CLO Portfolio Model (Q&D)

Debt Capacity Analysis

 

EXAMS

       

MidTerm Exam

       

Final Exam

Homework Assignments

   

Due #1

Link

Homework #1 - Answers

Due #2

Link

Homework #2 - Answers

     

Due #3

Link

Due #4

Link

 

Reading Assignments

                   

Project Assigments