FBE 524 - Money and Capital Markets, Fall 2005

Course Materials                                       Additional Resources     

Syllabus/Course Outline                           2000 Midterm Exam                            Optional Topic Reading        

Data Sources                                             2001 Midterm w/Answers                   2003 Midterm (no answers)                    

Acrobat Reader                                         2002 Midterm w/Answers                  2004 Midterm (no answers)

Group Peer Evaluation                              2000 Final Exam                     2003 Final                2004 Final

     San Francisco Trip Schedule (REV)  Midterm (2005) w/Answers    2005 WSJ Article List

Lecture Materials       Jump to  Sept. 14  21  28 Oct. 1  5 12  19  26  Nov. 2  9  16  23  30  

Class Date Topic Readings Lecture Materials
August 24 Financial System Overview and the Flow of Funds Text, Chapters 1 to 3 Objectives Week 1

Slides Week 1

Handouts Week 1

August 31 Deposit-Taking Institutions Text, Chapters 14, 15 Objectives Week 2

Slides Week 2

Handouts Week 2

September 7 Class rescheduled to Saturday, October 1, 2005, 9am to 12noon

September 14

Non-Bank Financial Institutions Text, Chapter 16 Objectives Week 3

Slides Week 3

Handouts Week 3

September 21

Financial Institution Regulation Text, Chapters 4 and 17 Objectives Week 4

Slides Week 4

Handouts Week 4

Group Paper Guidelines

September 28

Interest Rates: Basic Determinants Text, Chapters 5, 6 Objectives Week 5

Slides Week 5

Handout Class 5

October 1

[Saturday]

The Term Structure of Interest Rates Text, Chapter 7 Objectives Week 6

Slides Week 6

Handouts Week 6

October 5 Modeling Interest Rates Fama and Bliss

Black-Derman-Toy (BDT)

Objectives Week 7

Slides Week 7

BDT Spreadsheet

October 12 Risk Premiums in Interest Rates Text, Chapter 8

KMV Reading

TAKE HOME EXAMINATION GIVEN

Objectives Week 8

Slides Week 8

Handouts Week 8

October 19 Measuring and Managing Interest Rate Risk Text, Chapter 9

TAKE HOME EXAMINATION DUE

Objectives Week 9

Slides Week 9

Handout Week 9

October 26 The Money Market Text, Chapters 10, 11

Browse Instruments of Money Market (on course data page)

Objectives Week 10

Slides Week 10

Handout Week 10

November 2 Money Market Instruments Text, Chapter 18 Objectives Week 11

Slides Week 11

November 9 Monetary Policy: Deliberation and Implementation Text. Chapters 12, 13 Objectives Week 12

Slides Week 12

November 16 The Fixed Income Market: Government Issuers Text, Chapters 18 Objectives Week 13

Slides Week 13

November 23 Corporate Debt  and Corporate Equity Markets Text, Chapters 19, 20 Objectives Week 14

Slides Week 14

November 30 The Fixed Income Market: Consumer Debt Text, Chapters 21 and 22

GROUP PROJECT DUE

Objectives Week 15

Slides Week 15

December 7 FINAL EXAMINATION   7:00 to 9:00pm   Peer Review Form