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所在平台: Udemy |
课程主页: https://www.udemy.com/course/fixed-income-securities-r/
课程评论：没有评论
课程名称：固定收益证券 课程概述：固定收益（债券）估值与分析是一种由政府或公司常用来确定金融工具市场价值的策略或过程。在本课程中，我们将学习债券定价技巧、债券数学和曲线交易。课程内容包括： - 理解债券数学 - 实践债券定价技巧 - 利率期限结构 - 利用久期作为对冲或交易技术（久期与凸性概念） - 使用现金市场证券进行收益率曲线交易 - 收益率曲线 - 曲线交易入门 - 货币市场工具 - 定期存单（CDs） 本课程旨在让希望学习固定收益的人士掌握固定收益的基本特征、债券契约、信用增强、固定收益现金流、债券的主要和次要市场、固定收益分类、公司债务、机构债务、计算债券价格、市场折现率、恒定收益价格轨迹、使用即期利率和远期利率进行债券估值、矩阵定价、到期收益率、利差及其影响、债券利率计算、久期与凸性、收益率变动的影响等概念。 训练内容还包括：债券定价与估值、未来现金流、远期利率、应计利息、到期收益率（YTM）、久期、修正久期、债券价格变动（BPV）、凸性以及最便宜交割等内容。
Fixed Income (Bond) valuation and analysis is a strategy or process which is often used by the government or companies to determine the correct market value of the instrument. Through this course we are going to be learning bond pricing techniques, bond mathematics and curve trading.The training will include the following;Understanding Bond MathematicsPractical Bond Pricing TechniquesTerm Structure of Interest RatesUsing Duration as a Hedging or Trading Technique (Concept of Duration and convexity)Trading the Yield Curve with Cash Market SecuritiesYield CurveAn Introduction to Curve TradingMoney market InstrumentsCertificates of Deposit (CDs)Fixed Income course and is designed for those who want to learn about fixed Income. Through this course you will be learning basic features of fixed income, bond indenture, credit enhancements, fixed income cash flows, primary & secondary market for bonds, fixed income classifications, corporate debt, agency debt, calculating bond price, market discount rate, constant yield price trajectory, bond valuation with spot rates, forward rates, matrix pricing, yield to call, spread & its impact, calculation of bond rate, duration with convexity, effects of change in YTM and many more concepts. The training will include the following; Bond Pricing and Valuation, Future Cash Flow, Forward Rate, Accrued Interest, YTM, Duration, Modified Duration, BPV, Convexity, Cheapest-To-Deliver.
