ADMS 4501 Lecture Notes - Lecture 3: Foreign Exchange Risk, Economic Indicator, Session 9
29 Apr 2017
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4501 - suggested questions/textbook problems and formulas for final exam (april 13 at 7pm) Lecture 5 online lecture - ch. 14 (bonds) Topics covered: passive and active bond strategies, bond pricing relationships, duration, convexity, Textbook problems: #"s (cid:1005), (cid:1009), (cid:1005)(cid:1004), (cid:1006)(cid:1008) (cid:894)a(cid:895) (cid:894)d(cid:895) (cid:894)e(cid:895) (cid:894)f(cid:895), (cid:1007)(cid:1004)(cid:894)a(cid:895) (cid:894)(cid:271)(cid:895) (cid:894)(cid:272)(cid:895) (cid:894)note: t(cid:455)po in (cid:1006)(cid:1008)(cid:894)a(cid:895), should read (cid:862) macaulay duration of (cid:1005)(cid:1004) (cid:455)ears (cid:863)(cid:895) 1 y (d is macauley duration) or modified duration = Lecture 7 ch. 15 macro and industry analysis. Topics covered: supply and demand shocks, fiscal policy, monetary policy, money supply (posted article), leading indicators, business cycle, sector rotation, cyclical vs. Textbook problems: 8, 10, 11, 12, 13, 14, 18, 25, 26. Formulas: you should know: none (ignore earnings multiplier model) Topics covered: risks and benefits of international investing, developed vs. Home country bias, measuring foreign exchange risk, integration vs. segmentation. Lecture 9 group work session 9: you should review the country excel worksheet for any obvious trends.
