School of Bonds & Fixed Income

Description

In recent years the bond markets have witnessed significant change and innovation, largely as a result of a rapidly maturing swaps market. The increasing commoditisation of the swaps market, along with recent innovations in the credit derivatives market, has led to fundamental shifts in core relationships. This course is tailored to those who require up-to-date market knowledge on how these particular changes will impact on their professional lives.

What you will learn

• Classification of bond instruments
• Yield curve analysis
• Pricing methodologies
• Interest rate and currency swaps: uses and valuation
• Bond trading and portfolio applications
• Securitisation and asset-backed securities
• Repo markets
• Financial engineering with swaps