Fixed Income Securities (FIX)

Schedule

Preliminary schedule, subject to change.

Lectures
DatesRoomContentTeacher
Mon 20 Jan 2020
12:00-14:00
Hedbergsal At this first lecture we will go through the course outline and examination structure. There will also be an introductory lecture based on Chapter 1 of Veronesi. Important: Attendance is highly recommended. Josephson Jens
Tue 21 Jan 2020
13:00-15:00
Hedbergsal Chapter 2: Interest rates and discount factors. Josephson Jens
Mon 27 Jan 2020
08:00-10:00
Hedbergsal Chapter 3: Interest rate risk management. Josephson Jens
Tue 28 Jan 2020
10:00-12:00
Hedbergsal Chapter 4: Refined interest rate risk management. Josephson Jens
Mon 3 Feb 2020
10:00-12:00
Hedbergsal Chapter 5: Interest rate swaps and FRAs. Josephson Jens
Tue 4 Feb 2020
12:00-14:00
Hedbergsal Chapter 6: Interest rate futures and options + Asset-liability management (Ch. 3.4 & 5.5). Josephson Jens
Mon 10 Feb 2020
10:00-12:00
Hedbergsal Chapter 7. Monterary Policy and the slope of the yield curve. Information about the final exam. Josephson Jens
Tue 11 Feb 2020
10:00-12:00
Hedbergsal Guest lecture. Josephson Jens

Seminars
Please observe that registration for seminar groups in Fastreg takes place between Jan 20, at 14:00 and Jan 23, at 12:00.
Re-registered students need to contact coordinator for group registration, when the course has started.
DatesRoomGroupContentTeacher
Thu 30 Jan 2020
15:00-17:00
15:111 1 Josephson Jens
Thu 6 Feb 2020
10:00-12:00
15:111 1 Josephson Jens
Thu 13 Feb 2020
10:00-12:00
15:111 1 Josephson Jens
Mon 17 Feb 2020
10:00-12:00
15:111 1 Josephson Jens
Fri 31 Jan 2020
13:00-15:00
15:111 2 Josephson Jens
Thu 6 Feb 2020
13:00-15:00
15:111 2 Josephson Jens
Thu 13 Feb 2020
13:00-15:00
15:111 2 Josephson Jens
Mon 17 Feb 2020
13:00-15:00
15:111 2 Josephson Jens



Short examination
DatesRoomGroupContentTeacher
Fri 7 Feb 2020
09:00-11:00
Quiz. Room: Laduviksalen, Frescati Josephson Jens
Tue 3 March 2020
09:00-11:00
Quiz. Room: Laduviksalen, Frescati Josephson Jens



Written examination
Registration for the written examination
Please observe the time for enrollment via Fastreg, not later than five working days in advance. Room will be announced one day before the exam, on https://www.sbs.su.se/utbildning/studentservice/tentamensservice/tentamensplacering
DatesRoomGroupContentTeacher
Fri 6 March 2020
13:00-17:00
Written exam Josephson Jens
Mon 20 April 2020
17:00-19:00
Re-exam. The exam is online, please log in here: https://examination.su.se/ Josephson Jens




Teaching Rooms
15:111 15:111, hus 15 Kräftriket, Roslagsv 101
Hedbergsal 15:201, hus 15 Kräftriket, Roslagsv 101
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Change semester  


Course title:
Fixed Income Securities
Semester: Spring term 2020
Study period: 1 2
Rate of studies: 50%
Level: Graduate level (second cycle)
Credits: 7.5
Language of instruction: English

Course code: fe4126

Syllabus

Restrictions:


Endast för studenter på följande utbildningar/Only for students on the following study programmes:
- Civilekonom finansiering
- Master Banking and Finance

Contact:


Course coordinator:
Oskar Sjölander
Head of course:
Jens Josephson
Examiner:
Jens Josephson
Student services:
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Teachers: