https://fleckenstein-m.github.io/FINC462-662-SP2026/index.html Course Description This course provides an introduction to fixed income markets and the analytical tools used by market participants. Fixed income markets have evolved significantly in recent years, particularly following the global financial crisis. Regulatory changes, unconventional monetary policy and extended periods of very low or near-zero nominal interest rates, increased government borrowing, shifts in the empirical behavior of U.S. Treasury securities, and the introduction of new fixed income instruments have all influenced how these markets function and how fixed income securities are priced and risk-managed. Hugo en-us https://fleckenstein-m.github.io/FINC462-662-SP2026/calendar/index.html Mon, 01 Jan 0001 00:00:00 +0000 https://fleckenstein-m.github.io/FINC462-662-SP2026/calendar/index.html Course Calendar Date Day Lecture Assignment Due 2026-02-03 Tuesday Lecture 01 (Introduction to Fixed Income Markets) — 2026-02-05 Thursday Lecture 02 (The U.S. Treasury Market) — 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) 2026-02-17 Tuesday Lecture 4 (Bond Pricing Fundamentals) Assignment 02 2026-02-19 Thursday Lecture 5 (Bond Pricing) 2026-02-24 Tuesday Lecture 5b (Bond Pricing) Assignment 03 2026-02-26 Thursday Lecture 6 (Bond Yields and Bond Pricing by Replication) 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) 2026-03-10 Tuesday Lecure 7b (Term Structure of Interest Rates) & Midterm Review 2026-03-12 Thursday Midterm 01 2026-03-17 Tuesday Midterm Discussion 2026-03-19 Thursday Lecture 8 (Duration) 2026-03-24 Tuesday Spring Break 2026-03-26 Thursday Spring Break 2026-03-31 Tuesday Lecture 8b (Duration) 2026-04-02 Thursday Lecture 9 (Convexity) 2026-04-07 Tuesday Lecture 10 (Hedging) Assignment 06 2026-04-09 Thursday Lecture 10b (Hedging) 2026-04-14 Tuesday Midterm 02 2026-04-16 Thursday Lecture 11 (Bond Trading Strategies) 2026-04-21 Tuesday Midterm 02 Discussion 2026-04-23 Thursday Lecture 12 (Forwards) 2026-04-28 Tuesday Lecture 13 (Interest Rate Swaps) Assignment 09 2026-04-30 Thursday Lecture 13b (Interest Rate Swaps) 2026-05-05 Tuesday Lecture 14 (Interest Rate Options) Assignment 10 2026-05-07 Thursday Lecture 14b (Interest Rate Options) 2026-05-12 Tuesday Lecture 15 (Interest Rate Options) Assignment 11 2026-05-14 Thursday Lecture 15b (Interest Rate Options) https://fleckenstein-m.github.io/FINC462-662-SP2026/lectures/index.html Mon, 01 Jan 0001 00:00:00 +0000 https://fleckenstein-m.github.io/FINC462-662-SP2026/lectures/index.html https://fleckenstein-m.github.io/FINC462-662-SP2026/assignments/index.html Mon, 01 Jan 0001 00:00:00 +0000 https://fleckenstein-m.github.io/FINC462-662-SP2026/assignments/index.html Geltzeiler Trading Center (Purnell Hall 114) This table shows the days/times when no classes are scheduled in the Geltzeiler Trading Center (Purnell Hall 114). Please note that the Trading Center may be unavailable when events are scheduled on short notice. Monday Tuesday Wednesday Thursday Friday 11:30 AM – 2:00 PM 11:00 AM – 6:00 PM 11:30 AM – 1:00 PM 11:00 AM – 5:30 PM 11:30 AM – 2:00 PM 4:00 PM – 5:30 PM 4:00 PM – 5:30 PM 4:00 PM – 5:00 PM 6:00 PM – 9:00 PM