Course dates
Course overview
'Bond School' provides systematic, integrated training on all bond and bond related products available in the market today. The course is designed to equip you with the most professional, intensive and active market knowledge in this field.
If you are looking to...
- acquire the foundation knowledge necessary to price and value bonds and fixed income derivative products such as swaps, futures, options, structured notes
- evaluate the risk and profitable investment opportunities associated fixed income holdings and portfolios
- position your bond/market skills to take advantage of opportunities
then this is the course for you!
Summary of course content
- Bond market conventions and fixed income mathematics
- Term structure analysis and the zero coupon yield curve
- Bond pricing methodologies
- Duration and convexity measures
- Caps, floors and collars
- Financial engineering: Structured products
- VaR of bond portfolios
- Bond trading simulation exercises
Methodology
The course includes sessions in which small groups of delegates participate in case studies, exercises and simulations to apply new techniques and concepts. All lecture material is reinforced with practical computer applications using Excel spreadsheets. Delegates should bring their own laptops and financial calculators.
Who should attend this training course?
- All fixed income functions
- Corporate finance/corporate treasury
- Capital markets
- Audit/product control/risk management/ALM
- Investment management
- Securitisation/syndication/structured finance
- Money markets/Repo
- Systems programming
- Government/agency funding and investment
- Regulation or compliance documentation
Supporting publications:
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The Course Director is a leading authority on fixed income products, risk management and derivatives. His previous role was of Head, Graduate School of Business and MBA Director at the University of Technology, Sydney.
He has degrees from Adelaide University, including a Master’s thesis on Price Formation in the Sydney Futures Exchange, and a Doctorate from the Australian National University. His Ph.D. focused on an examination of the Determinants of Australian Interest Rates and Exchange Rate.
He is co-author of the text book, Financial Instruments and Markets, published by Thomas Nelson. He has concentrated his research efforts on applied financial problems. His latest published work explores the predictability of implied volatility and its application to option trading systems. His current research effort is directed at modelling the term structure of interest rates.
In addition to his academic work, he consults extensively to the private sector. He developed a Bond Futures system for Bain and Co, a gold trading system for UBS, an FX system for Shearson Lehman and an FRA system for Fulton Prebon. He was jointly responsible for the PROTANGO BOPS equity option systems distributed by Reuters Australia and installed in many Australian broking and fund management offices such as HSBC, Salomon Smith Barney, Prudential Bache and Natwest Markets. The Reuters technical charting package BeaCh is his latest commercial software development project.
He is widely regarded for his ability to translate theory into practice and for his communication skills. In addition to his UTS duties, he has taught in the graduate programmes of Sydney, N.S.W. and Macquarie Universities.
4-5 Star Hotel in Hong Kong, Hong Kong,
All of our courses are held in 4 – 5 star hotels, chosen for their location, facilities and level of service. You can be assured of a comfortable, convenient learning environment throughout the duration of the course.
Due to the variation in delegate numbers, we will send confirmation of the venue to you approximately 2 weeks before the start of the course. Course fees include training facilities, documentation, lunches and refreshments for the duration of the programme. Delegates are responsible for arranging their own accommodation, however, a list of convenient hotels (many at specially negotiated rates) is available upon registration.
4-5 Star Hotel in Sydney, Sydney, Australia
All of our courses are held in 4 – 5 star hotels, chosen for their location, facilities and level of service. You can be assured of a comfortable, convenient learning environment throughout the duration of the course.
Due to the variation in delegate numbers, we will send confirmation of the venue to you approximately 2 weeks before the start of the course. Course fees include training facilities, documentation, lunches and refreshments for the duration of the programme. Delegates are responsible for arranging their own accommodation, however, a list of convenient hotels (many at specially negotiated rates) is available upon registration.
Interested in holding this course in-house? Please fill out your details and a member of our team will be in touch with more information.
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Course dates