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Fixed Income
Course

Fixed Income

Learn about intermediate fixed income topics

Overview

This fixed income course takes a deep dive into various fixed income concepts such as bootstrapping, PVBP, duration, convexity, yield curve analysis and conversion of interest rates. Topics covered include:

  • Capital markets review
  • Financial math review
  • Price-yield relationship
  • Spot and forward rates
  • Bootstrapping and spot & par curves
  • Price value of basis point and yield value of 32nd
  • Duration
  • Convexity
  • Yield curve analysis
  • Money market securities
  • Converting interest rates