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15.438  Fixed Income

Spring 2014

Instructor: Deborah J Lucas

TAs: Ignacio A Barria Saint Jean, Ken Adriel Tan Bugayong

Section A Lecture:  Th 4:00-7:00 PM  (E62-250)
Section B Lecture:  T Th 1:00-2:30 PM  (E51-372)      

Information: 

Professor Lucas's office hours are Wednesdays noon to 1:00 PM, E62-640 or by appointment (dlucas@mit.edu).

TA office hours:

Ignacio Barria on Mondays 10:30am to 11:30am in E51-242.

Ken Bugayong on Tuesdays 2:30pm to 3:30pm in E51-242.


 

Announcements

15.438 Information on Final Exam

Dear Fixed Income Students,

Thanks again for a wonderful semester.

A few pieces of information on the final exam:

1. The answers are posted under "General Information" on Stellar
2. My assistant Donna Cheung has the exams. If you'd like to pick up a copy of your exam (we need to keep the originals), you can get it from her at E62-611.
3. If you want to appeal the grade, the rules are the same as for the midterm: (i) explain what you think the error is in writing; (ii) return the exam and note to Donna Cheung; and (iii) we reserve the right to regrade the entire exam, so the grade could go down as well as up.
4. The stats are:
Summary Stats  
Lowest Grade 25
Median Grade 52
Mean Grade 49
Highest Grade 70
Total Possible Points 70

Have a wonderful summer!

Regards,

Debbie

Announced on 28 May 2014  4:04  p.m. by Deborah J Lucas

Location of final exam E51-145 and E51-149

Dear Students,

The registrar has reserved three rooms for our final exam tomorrow: E51-145,  E51-149 and  E51-151. It looks like the capacity of rooms 145 and 149 will be sufficient to hold everyone and for people to spread out, so please plan to sit in one of those two rooms.

Regards,

Debbie

Announced on 19 May 2014  11:49  a.m. by Deborah J Lucas

Reminder: Final Review Session, Sat. May 17 11:00-12:30 E51-315

Ignacio will go over the sample final exam. The sample final and other extra problems for the final are posted under "Supplemental Problems."

Announced on 08 May 2014  11:41  a.m. by Deborah J Lucas

Information on Final Exam

In class, Tuesday May 20, 9am to 12pm.

1. You can use a financial calculator, but no computers or other communication devices are allowed.
2. The exam is open book and open note.
3. The exam will be designed to be completed in less than 3 hours but you may take up to the full time alotted to complete it.

Announced on 08 May 2014  11:39  a.m. by Deborah J Lucas

Tues. May 6, 5:30 p.m. - 7:00 p.m. Recitation #4 E62-250

We will be going through some practice problems on Credit Risk and Securitization which are posted in the Materials Section.

Announced on 01 May 2014  3:57  p.m. by Ken Adriel Tan Bugayong

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