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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 2013 Course Outline -  Lectures , Assignments and Exams

   
 

May 14

May 16

May 21

May 23

May 28

May 30

Jun 4

Jun 6

Jun 11

Jun 13

                     

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

Link

#2

Bond Portfolio Analysis

Link

#3

Duration & Macaulay Duration

Link

Duration & Convexity

Mid-Term Exam Review

 

#4

Corporate Loan Syndication

Link

Presentation of U.S Syndications Market

#5

Measuring Credit & Market Risk

Link

#6

CLOs & CDOs

Link

#7

Leveraged Byouts

Case Stusy of Middle Market LBO - ABC Company

Final Exam Review

 

Assigned Spreadsheets

Bond Analysis Spreadsheet

Covariance & Correlation Spreadsheet

         

CLO Portfolio Model (Q&D)

Debt Capacity Analysis

 

EXAMS

       

MidTerm Exam

       

On-Line Final Exam

Homework Assignments

 

Due #1

Link

   

Due #2

Link

   

Due #3

Link

Due #4

Link

 

Reading Assignments

                   

Project Assigments

                   

SYLLABUS:

Syllabus - Summer 2013

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 #1 - Answers

Homework #2

Homework #2 - Answers

Homework #3

Homework #3 - Answers

Homework #4

Homework #4 - Answers

SPREADSHEETS:

Link to Spreadsheets for Debt & Fixed Income Markets