Advanced Fixed Income Analysis

Course

In London

£ 1,295 + VAT

Description

  • Type

    Course

  • Location

    London

  • Duration

    2 Days

The overall goal of this course is to develop a deeper understanding of global fixed income markets, trading strategies and market signals. The course will use up to date market dynamics to illustrate the complexities facing investors, risk managers and other market professionals. 

Facilities

Location

Start date

London
See map

Start date

On request

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Reviews

Subjects

  • Fixed Income
  • Market

Course programme

Spot Space vs. Forward Space: At-the-money forward calculations, Volatility adjusted forward rates The Role of Leverage in Fixed Income Markets: Forward starting trades, Repo and reverse repo markets Understanding the Basis: Cash vs. futures and the delivery option, Spread products – swaps, mortgages, corporates, high yield, agencies, and SSA Advanced Portfolio Strategies:
Duration targeting and bond ladders, Credit barbells and the recovery floor, Cash flow immunization Understanding Key Fixed Income Market Metrics: The cash vs. CDS basis, Forward breakeven rates, Correlation and capital structure

Advanced Fixed Income Analysis

£ 1,295 + VAT