Semester 1, 2018

FINS3636 Formulas and Quick Notes MIDTERM EXAM + FINAL EXAM (86 HD)

29 pages

4,312 words




Comprehensive notes for the course. Everything in the notes will be in the exam and has been structured so that everything flows nicely.

Achieved an overall mark of 86, with 91% for the final exam.

1. Price-Yield Conventions and Bond Mathematics
2. Yield-Curve and Term-Structure Analysis
3. Treasury Futures Contracts
4. Interest Rate Swaps
5. Models of Yield Curve and the Term Structure
6. Options Markets I
7. Options Markets II
8. Options Markets III
9. Securitization and Mortgage-Backed Securities
10. Agency and Corporate Debt Securities
11. Value at Risk