| 2026-02-03 |
Tuesday |
Lecture 01 (Introduction to Fixed Income Markets) |
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| 2026-02-05 |
Thursday |
Lecture 02 (The U.S. Treasury Market) |
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| 2026-02-10 |
Tuesday |
Lecture 03a (Price-Quoting Conventions in the U.S. Treasury Market) |
Assignment 01 |
| 2026-02-12 |
Thursday |
Lecture 03b (Price-Quoting Conventions in the U.S. Treasury Market) |
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| 2026-02-17 |
Tuesday |
Lecture 4 (Bond Pricing Fundamentals) |
Assignment 02 |
| 2026-02-19 |
Thursday |
Lecture 5 (Bond Pricing) |
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| 2026-02-24 |
Tuesday |
Lecture 5b (Bond Pricing) |
Assignment 03 |
| 2026-02-26 |
Thursday |
Lecture 6 (Bond Yields and Bond Pricing by Replication) |
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| 2026-03-03 |
Tuesday |
Lecture 6b (Bond Yields and Bond Pricing by Replication) |
Assignment 04 |
| 2026-03-05 |
Thursday |
Lecture 7 (Term Structure of Interest Rates) |
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| 2026-03-10 |
Tuesday |
Lecure 7b (Term Structure of Interest Rates) & Midterm Review |
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| 2026-03-12 |
Thursday |
Midterm 01 |
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| 2026-03-17 |
Tuesday |
Midterm Discussion |
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| 2026-03-19 |
Thursday |
Lecture 8 (Duration) |
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| 2026-03-24 |
Tuesday |
Spring Break |
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| 2026-03-26 |
Thursday |
Spring Break |
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| 2026-03-31 |
Tuesday |
Lecture 8b (Duration) |
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| 2026-04-02 |
Thursday |
Lecture 9 (Convexity) |
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| 2026-04-07 |
Tuesday |
Lecture 10 (Hedging) |
Assignment 06 |
| 2026-04-09 |
Thursday |
Lecture 10b (Hedging) |
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| 2026-04-14 |
Tuesday |
Midterm 02 |
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| 2026-04-16 |
Thursday |
Lecture 11 (Bond Trading Strategies) |
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| 2026-04-21 |
Tuesday |
Midterm 02 Discussion |
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| 2026-04-23 |
Thursday |
Lecture 12 (Forwards) |
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| 2026-04-28 |
Tuesday |
Lecture 13 (Interest Rate Swaps) |
Assignment 09 |
| 2026-04-30 |
Thursday |
Lecture 13b (Interest Rate Swaps) |
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| 2026-05-05 |
Tuesday |
Lecture 14 (Interest Rate Options) |
Assignment 10 |
| 2026-05-07 |
Thursday |
Lecture 14b (Interest Rate Options) |
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| 2026-05-12 |
Tuesday |
Lecture 15 (Interest Rate Options) |
Assignment 11 |
| 2026-05-14 |
Thursday |
Lecture 15b (Interest Rate Options) |
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