Courses in a Masterclass in Bonds and Fixed Income - Online

This immersive program navigates the intricate world of bonds and fixed-income markets, starting with fundamental principles of pricing and risk assessment. Participants explore hedging, trading strategies, and optimising portfolios in line with market perspectives. The course delves into the pivotal role of repo markets, and debt origination processes, and offers a hands-on case study for practical application.

Advancing to fixed income realms, it covers yield curves, cash flow evaluations, and pricing structured products. Participants gain expertise in swap pricing, valuation, and bond integration for informed trading decisions. The program concludes with a holistic view of fixed income within Financial Markets by exploring credit adjustments, currency swaps, CDSs, and risk management.

Learn How to

• Price different types of bonds
• Calculate different risk measures and apply hedges to an existing bond position
• Calculate the term structure of interest rates and explain the uses of YTM, zero and forward rates
• Value and price swaps, create asset swaps and use asset swaps for bond valuation
• Measure interest rate and credit risk, trade and hedge interest rate risk and learn how to integrate different interest rate products.