Bond Market and Yield Curve Analytics

In this practical three day workshop of Bond Market and Yield Curve Analytics, you will:

• Be walked through present yield and market conditions
• Be guide through complex yield curve mathematics
• Learn how to model yield and distributions of rates
• Learn about various money market instrument and yields
• Learn how to understanding and how to use traded libor futures
• Learn how to model and value bonds
• Understand how to analyse spread products and the credit risks in yields
• Learn how to model and value standard and structured interest rate swaps
• Learn the dynamics of new yield products in emerging markets  

Who should attend?

For treasury sales, dealers, capital market professionals, investment bankers and specialized debt and equity sales professionals as well as finance staff in corporations and market regulators. This is an intermediate to advanced-level course.

Course Agenda Highlights

• Module 1: Present Yield and Market Conditions
• Module 2: Yield Curve Mathematics
• Module 3: Modeling Yields and Distributions
• Module 4: Money Market  Instruments and Yields
• Module 5: Understanding and Using Traded Libor Futures 
• Module 6: Modeling and Valuing Bonds
• Module 7: Spread Products and Credit Risks in Yields
• Module 8: Standard and Structured Interest Rate Swaps
• Module 9: Creating New Yield Products in Emerging Markets