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Course Outline

MGT 2310HS.2011-0103

Fixed Income Analysis and Securities

Course Meets: Wednesdays/2:00-4:00 p.m./Room 151

Instructor: Fotini Tolias

E-Mail: Fotini.Tolias@rotman.utoronto.ca

Phone: 416.846.1355

TA: Mohammed Ahmed, E:mail: mohammed.ahmed@rotman.utoronto.ca

Office: RSM 559, Hours TBD

Course Goals

1. Linking bond theories with practice - use of 'mini' cases in class to demonstrate/apply theory to real issuers

2. Building knowledge of current fixed income markets and issues

3. Structuring deals - ability to understand and analyze a prospectus and bond trust indenture

4. Understanding of bond mathematics, bond pricing and relative value of product across the credit spectrum

Course Scope and Mission

This course describes important fixed income securities and markets. It will provide an overview of traditional bond and term structure concepts as well as review a number of bond structures relevant to the different sectors of the fixed income market.

Required Readings

Fabozzi, Frank J., Bond Markets, Analysis and Strategies, 7th Edition, Prentice Hall.

Various newspaper articles to be posted during the term.

Evaluation and Grades

Grades are a measure of the performance of a student in individual courses. Each student shall be judged on the basis of how well he or she has command of the course materials.

Due Date

Assignment #1 20% March 2nd

Assignment #2 20% April 6th

Final Exam 60% Exam Week

Assignments may be done individually or in groups of up to four people. If you have concerns about the grading of your assignment, please bring these to the instructor’s attention within one week of the assignment being returned. Please re-submit the assignment with a written explanation of your concerns. A assignment re-submitted to the instructor will be re-graded in its entirety by the instructor.

The final examination will...