Fall 2012

FIN 3560

Financial Markets and Instruments

1. About the Course (Description, Syllabus, Schedule, etc.) — as of November 11, 2012. 

2. Saunders and Cornett Financial Markets and Instruments WEBSITE — this is a GREAT website with a great deal of content!!

3. Powerpoints

4. Solutions Manual — This is a zipped file and you will need a password that I will provide in class

5. Student notes

6. Duration Spreadsheet Example

7. Paul and Gianna get married — Mortgage Example

8. Suggested Questions from the end of the Chapters

9. Sample Questions

   1.  Limit Order Book and Answers

   2. Sample stock and bond questions and Answers

   3. Bond and FX Problems and Answers

   4. Sample Final Questions

10. Instructions for Second Midterm (Paper)

11. Sample Second Midterm Papers

12. Appendicies

13. What you need to know

    •    Entire Course and Partial Answers

    •    Second Day and Answers

14. MetLife, Citigroup, and their Duration Gap and interest rate changes

15. Sample Press related to topics in this class:

1. Public Pricing of US Derivatives Nears, Threatening Bank Dominance, Reuters (Wednesday, Nov. 21, 2012)

2. Why High Frequency Trading Doesn’t Compute, Barron’s, (August 13, 2012)

3.  Risk Controls and Knight Capital, Reuters, (August 3, 2012)

4. SEC and NYSE data probe, Reuters, (August 6, 2012)

5. What is going on?  See News Hour with Jim Leher (Tuesday, January 22, 2008)

6. What about Diversification?  See News Hour with Jim Leher and Burton Malkiel  (Tuesday, Jan. 22, 2008)

7. What about the dollar?  Listen to me and Robin Young on WBUR/NPR’s Here and Now on Wednesday, Feb. 20, 2008.  Click here for link, then choose “Dollar Days”–or just click to go straight to the real audio clip.  Podcast is here.