Assignments
Homework assignments are distributed throughout the semester with
solutions available on the course website. You are not required to turn
in these problems. Note, however, that the assignments are indicative
of the problems you will see on an exam. Hence, failure to understand
the homework assignment could jeopardize your performance at exam time.
Time Value of Money

Problem Set 0

Solutions 0
Price and Yield

Problem Set 1

Solutions 1
Duration, Convexity, and InterestRate Volatility

Problem Set 2

Solutions 2
Spot and Forward Rates

Problem Set 3

Solutions 3
Repos

Problem Set 4

Solutions 4
Swaps

Problem Set 5

Solutions 5
TermStructure Modeling
 Problem Set 6

Solutions 6
Embedded Options and Optionalities

Problem Set 7

Solutions 7
Securitization and Default

Problem Set 8

Solutions 8