ACTSC371 Study Guide - Fall 2018, Comprehensive Midterm Notes - Canada, Government Bond, Interest Rate
12 Oct 2018
School
Department
Course
Professor
ACTSC371
MIDTERM EXAM
STUDY GUIDE
Fall 2018
University of Waterloo
ACTSC 371: Introduction to Investments
Fall 2018
Instructors:
Peter Blake, M3 2011, ext. 31074, [email protected]
Surya Banerjee, M3 2017, ext 39120, [email protected]
Class Times:
Lecture: 8:30-9:20 MWF (STC 0040) (Surya),
11:30-12-20 MWF (EIT 1015) (Peter)
Tutorial: 5:30-6:20W (AHS 1689)
Course Webpage:
learn.uwaterloo.ca
Office Hours:
10:00-11:00am Monday/Wednesday (Surya)
2:30-4:00pm Monday/Wednesday (Peter)
Teaching Assistants:
See course webpage for their names, email addresses and office hours
Course Evaluation:
Three Tutorial tests (5% each): September 26th, October 31st and
November 28th (during tutorial hours)
Two Midterm Tests: (12.5% each) October 19th, November 14th.
Final Exam: 60%
Syllabus:
This course provides an introduction to
• Capital markets,
• Analysis of equity and fixed securities
• Derivative securities, including futures, forwards, swaps and
options.
References:
• Investments (2014) by Bodie, et al. (8th Canadian Edition) – optional
text
• Supplementary notes
• Other resources:
o investopedia.com
o sec.gov
o cboe.com
find more resources at oneclass.com
find more resources at oneclass.com
Notes:
1. If you miss three or more term exams (regardless of documentation) you will automatically receive a grade of DNW. Therefore
you should withdraw from the course.
2. Missed Term Tests/Final Exam: If you miss a test or final exam due to illness or extenuating circumstances you must
provide proper documentation to your instructor within 48 hours of the missed test or final exam. In the case of illness you
must provide a completed University of Waterloo Verification of Illness form. See: https://uwaterloo.ca/health-
services/sites/ca.health-services/files/uploads/files/VIF-online.pdf In the case of extenuating circumstances you must provide
sufficient documentation to your instructor to verify the circumstances. Missed term tests without proper documentation
are automatically awarded a grade of 0.
3. Remarking of Tests: If you have a question regarding the marking of a test you must first check the posted solutions. If you
still have a question then please write a clear question on a separate piece of paper, attach it to your test and give it to the
Head TA for the course. You have 7 days to appeal a test grade.
Weekly Schedule:
The following table gives a tentative schedule for the material covered:
Week
Chapter
Topics
1.
1, 2 (exclude
2.5)
Investment Environment
& Financial Markets and
Instruments
2.
3
Trading on Securities
Markets; Time value of
money
3,
4
Return and Risk
4.
5, 7.1
Capital Allocation to
Risky Assets & CAPM
Midterm 1: October 19th
5.
12
Bond Prices and Yields
6.
13
The Term Structure of
Interest Rates
7.
14
Managing Bond
Portfolios;
8.
14
Managing Bond
Portfolios
Midterm 2: November 14th
9.
16
Equity Evaluation
Models; l
10.
18
Options and Other
Derivatives Markets
11.
18, 19.1- 19.3
Option
Valuation
12.
20
Futures,
Forwards, and
Swap Markets
find more resources at oneclass.com
find more resources at oneclass.com
