Keith Godfrey

Executive Professor, Department of Finance

Fall Term 2021 (1770)

FIN 618 - Fixed Income

★ 3 (fi 6)(EITHER, 3-0-0)

This course covers markets for interest rate-paying securities. The valuation of such securities will be covered, as will tools and techniques for the management of interest rate risk. This will include a discussion of the pricing and uses of various interest rate derivative securities, such as swaps, options on swaps (swaptions), futures, and forward rate agreements. Further, aspects of the underwriting process, of interest to potential issuers of such securities, will be discussed. Prerequisite: FIN 601 or FIN 501 or FIN 503.

LECTURE 800 (50658)
2021-09-01 - 2021-12-07
TH 09:30 - 10:50 (TBD)


FIN 301 - Introduction to Finance

★ 3 (fi 6)(EITHER, 3-1S-0)

Types of securities and basic methods of valuation. Valuation and selection of physical and intellectual assets. Operation of asset markets and market efficiency. Risk measures and risk reduction methods. Financing policy, including choices between debt and equity financing. Note: Students are expected to have basic familiarity with microcomputer applications. Prerequisite: STAT 151, SCI 151 or equivalent. Pre- or corequisite: MGTSC 312, ACCTG 300 or 311.

LECTURE 800 (40812)
2021-09-01 - 2021-12-07
TH 15:30 - 16:50 (TBD)


FIN 413 - Risk Management

★ 3 (fi 6)(EITHER, 3-0-0)

This course examines the markets and valuation models for options and future contracts, and their application to hedging and the valuation of the other financial contracts. Prerequisite: FIN 301.

LECTURE 800 (52308)
2021-09-01 - 2021-12-07
TH 12:30 - 13:50 (TBD)


FIN 418 - Fixed Income

★ 3 (fi 6)(EITHER, 3-0-0)

The valuation and management of interest-rate contracts. The main focus is on the behaviour of bond portfolios and related risk-management techniques. The institutional features of North American fixed-income markets complete the course. Prerequisites: FIN 301, 412.

LECTURE 800 (40818)
2021-09-01 - 2021-12-07
TH 09:30 - 10:50 (TBD)

Winter Term 2022 (1780)

FIN 618 - Fixed Income

★ 3 (fi 6)(EITHER, 3-0-0)

This course covers markets for interest rate-paying securities. The valuation of such securities will be covered, as will tools and techniques for the management of interest rate risk. This will include a discussion of the pricing and uses of various interest rate derivative securities, such as swaps, options on swaps (swaptions), futures, and forward rate agreements. Further, aspects of the underwriting process, of interest to potential issuers of such securities, will be discussed. Prerequisite: FIN 601 or FIN 501 or FIN 503.

LECTURE B1 (62674)
2022-01-05 - 2022-04-08
TH 09:30 - 10:50 (ED 276)


FIN 418 - Fixed Income

★ 3 (fi 6)(EITHER, 3-0-0)

The valuation and management of interest-rate contracts. The main focus is on the behaviour of bond portfolios and related risk-management techniques. The institutional features of North American fixed-income markets complete the course. Prerequisites: FIN 301, 412.

LECTURE B1 (67422)
2022-01-05 - 2022-04-08
TH 09:30 - 10:50 (ED 276)


FIN 488 - Selected Topics in Finance

★ 3 (fi 6)(EITHER, 3-0-0)

Normally restricted to third- and fourth-year Business students. Prerequisites: FIN 301 or consent of Department. Additional prerequisites may be required.

LECTURE B5 (77135)
2022-01-05 - 2022-04-08
TH 12:30 - 13:50 (BUS B-12)

LECTURE B6 (77136)
2022-01-05 - 2022-04-08
TH 14:00 - 15:20 (BUS B-12)