FIN 352: Investments I - Professor Dow
Part V – Alternative Investments
The learning goals for this section are to understand the management of a bond portfolio and the uses of futures and options in investing.
14. Options and Futures
__Reading: Chapter 17, Bond Yields and Prices
__Lecture: Bond yields and prices
__Lecture: Bond risks and the term structure
__Assignment 16: Finding the Current Term Structure
__Problems: 17-1 to 17-4; 17-6 to 17-10.
__Reading: Chapter 19, Options, pp.476-492.
__Reading: Chapter 20, Futures, pp. 512-524.