Course overview

'Bond School' provides systematic, integrated training on all bond and bond related products available in the market today. The programme is expressly designed to equip you with the most professional, intensive and active market knowledge in this field.

If you are looking to...

• rapidly expand your knowledge of the structure, pricing and applications of recent products, such as asset-backed securities, structured products and asset swaps and/or
• position your bond/market skills to take advantage of opportunities

  ...this is the course for you!

Summary of course content

• Bond market conventions & fixed income mathematics
• Term structure analysis and the zero coupon yield curve
• Bond pricing methodologies
• Duration and convexity measures
• Bond trading and portfolio management strategies
• Interest rate swaps
• Caps, floors & collars
• Financial engineering: structured products
• VaR of bond portfolios

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 laptop PCs and financial calculators.

Who should attend this training course?

The course will be of value to professionals in the following areas:

• Fixed Income Sales & Trading
• Fixed Income Research & Analysis
• Fixed Income Origination
• Corporate Finance/Corporate Treasury
• Capital Markets
• Audit/Product Control/Risk Management/ALM
• Investment Management
• Securitisation/Syndication/Structured Finance
• Money Markets/Repo
• Systems Programming
• Funding
• Government/Agency Funding & Investment
• Regulation/Compliance/Documentation

Supporting publication: