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Investment Analyst- Structured Portfolios, XL Capital
Fixed Income Instruments-New York City
COURSE BACKGROUND
This course has been offered by Euromoney Training in New York since 1991. It will provide delegates with a solid foundation in fixed income analysis comparable to an MBA finance elective course and CFA® exam levels I and II. Delegates will receive an extensive set of course notes including many numerical problems and solutions and supplemental readings. COURSE OBJECTIVES:This is a rigorous 4-day course on fixed income instruments and analysis:
Focus on understanding and evaluating bond prices and yields, measures of market value sensitivity like duration, convexity, and value-at-risk, and risk management instruments such as interest rate futures, swaps, and options.
Emphasize use as well as the limitations of these risk and rate of return statistics and hedging strategies.
Taught by an award-winning university professor having over 20 years of experience researching fixed income and interest rate risk management and teaching professionals.
YOU WILL LEARN TO:
Understand the factors shaping innovation and change in the fixed income markets
Determine yield and price calculations on fixed income securities
Analyze duration and convexity in measuring interest rate risk
Agenda