Yield Curve Dynamics

Covers a variety of issues relating to yield curves, their construction, and their uses to assess risk and return.

Yield Curve Dynamics
Yield Curve Dynamics
What you'll learn
  • You'll be able to understand how yield curves depict fixed income instrument pricing and risk premiums
  • You'll be able to explain duration as a measure of the sensitivity of the price (the value of principal) of a fixed-income investment to a change in interest rates
  • You'll be able to describe the different types of duration, and how each is used in managing and/or quantifying risk
  • You'll be able to discuss alternative yield curves that are used to price or assess the value of fixed income instruments, including the current coupon yield curve, par coupon yield curve, spot rate curve, treasury strip curve and forward rate curve
  • You'll be able to apply total return analysis over a variety of interest rate scenarios to assess risk and return as an alternative to simply using yield to maturity as an estimate of future returns

 

Requirements
  • Participants are expected to have basic math knowledge coming into this course.
  • A financial calculator is recommended to get the most out of this course.
  • Knowledge of the English language.
 
Description

This comprehensive course will cover a variety of issues relating to yield curves, their construction, and their use in a variety of analytical applications to assess risk and return.

The course consists of 19 lectures among 5 sections, including topics within:

  • Introduction to Yield Curves
  • Duration and its Applications
  • The Level of Rates and Shape of the Yield Curve
  • Spot Rates and Forward Rates
  • Total Return Analysis
Who this course is for:
  • Analysts and associates in commercial, corporate and investment banking.

 

 

 

Yield Curve Dynamics udemy courses free download

Covers a variety of issues relating to yield curves, their construction, and their uses to assess risk and return.


Demo url: https://www.udemy.com/course/yield-curve-dynamics/