Fixed Income

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Course Information

Difficulty: Intermediate

Tracks:

Course Instructor

Dimitrios Charalampidis, FMVA® Dimitrios Charalampidis, FMVA®

Trader, Analyst, Linux Enthusiast, Coder.

Open Access Plan

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Fixed Income Instrument Features

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Fixed Income Cash Flows and Types

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Fixed Income Issuance and Trading

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Fixed Income Market for Corporate Issuers

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Fixed Income Market for Government Issuers

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Fixed Income Bond Valuations: Prices and Yields

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Yield and Yield Spread Measures for Fixed Rate Bonds

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Yield and Yield Spread Measures for Floating Rate Instruments

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The Term Structure of Interest Rates: Spot, Par and Forward Curves

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Interest Rate Risk and Return

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Yield Based Bond Duration Measures and Properties

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Yield Based Bond Convexity and Portfolio Properties

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Curve Based and Empirical Fixed Income Risk Measures

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Credit Risk

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Credit Analysis for Government Issuers

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Credit Analysis for Corporate Issuers

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Fixed Income Securitization

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Asset Backed Security (ABS) Instrument and Market Features

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Mortgage Backed Security (MBS) Instrument and Market Features

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The Term Structure & Interest Rate Dyamics

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The Arbitrage Free Valuation Framework

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Valuation & Analysis Bonds with Embedded Options

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Credit Analysis Models

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Credit Default Swaps

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