Fixed Income Markets & Models - FM5031

Welcome to the fixed income portion of FM5031.

We will meet four weeks, Wednesday evening from 5:40pm to 9:00pm.

October 28th, November 4th, 11th & 18th.

Class presentation will be via UMConnect; the same as John Dodson's FM5031 module.

There will be three homeworks due the next class.  Discussion of the problems is allowed outside of class.  The homework though must be done individually.

There will be a final exam during finals week.  Consult the exam schedule for date and time.  All students must take the exam in class on exam day without exception.

Final grade for this module of FM5031 are determined by weighting the homework grades 40% and the final exam grade 60%.

Hallie Elich will continue as the TA and work with me as she worked with John Dodson.

My email address is:  wabarr@umn.edu

Office Hours are 7:00pm to 9:00pm Sundays via UMConnect

FYI:  I live in La Canada Flintridge, California a suburb of Los Angeles.  My current project is consulting with First Quadrant, an asset management firm in Pasadena, California.

University of Minnesota Masters in Financial Mathematics Website