Analysis of Fixed Income – Fall 2025
Week |
Date |
Topic |
|---|---|---|
Week 1 |
9/2/2025 |
6 Representations of the Yield Curve |
Week 2 |
9/9/2025 |
Overview of Rates |
Week 3 |
9/16/2025 |
U.S. Treasuries |
Week 4 |
9/23/2025 |
Duration and Convexity |
Week 5 |
9/30/2025 |
Curve Interpolation |
Week 6 |
10/7/2025 |
Delta Ladder |
Week 7 |
10/14/2025 |
Midterm Exam |
Week 8 |
10/21/2025 |
PCA I |
Week 9 |
10/28/2025 |
PCA II |
Week 10 |
11/4/2025 |
Interest Rate Futures |
Week 11 |
11/11/2025 |
Interest Rate Swaps |
Week 12 |
11/18/2025 |
SOFR Yield Curve Construction |
Week 13 |
11/25/2025 |
No Class |
Week 14 |
12/2/2025 |
Volatility and Interest Rate Options |
Week 15 |
12/9/2025 |
Study Day, No Class |
Week 16 |
12/16/2025 |
Final Exam |
Contents:
Semester Project: