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21-378 Mathematics of Fixed Income Markets |
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| Home | Course Information | Canvas | Schedule | Policies |
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Textbook
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The official text for the course is Fixed Income Securities: Tools for Today's Markets, 3rd Edition, by Bruce Tuckman and Angel Serrat. There is a slightly more expensive version that includes exercises, but you do not need that version. An additional recommended reference is Fixed Income Securities: Valuation, Risk, and Risk Management, 1st Edition by Pietro Veronesi. |
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Lectures
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Dr. David Handron
email: handron@andrew.cmu.edu Office: WEH 6214 Office Hours: Tuesday 3:00-5:00pm, or by appointment. |
MWF
2:30-3:20 WEH 5302 |
Teaching Assistants
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Weng Shian Ho
email: sengshih@andrew.cmu.edu Office: WEH 7215. Office Hours: Sunday 5:00-6:00pm, Tuesday 2:00-3:00om, Thursday 2:00-3:00pm. |
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Reid Zhou
email: quchenz@andrew.cmu.edu Office: WEH 8215. Office Hours: Monday 3:00-5:00pm, Thursday 1:30-2:30pm. |