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The themes of this product are:

• Structure of fixed income markets and how they function
• Practical demonstration of bond pricing mechanism
• Key features of fixed income derivatives including examples and calculations
• Various analytical techniques for measuring fixed income risks
• Trading and hedging in bond markets
  
  

Instructional Method
Dynamic, Interactive e-learning

Recommended Background
Familiarity with basic financial concepts

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PO Box 910207. CA 92191, USA
Phone: +1-858-755-8527 Fax: +1-858-755-6973, +1-858-756-8587, E-mail: information@kesdee.com, Website: www.kesdee.com

• Characteristics of fixed income markets
  
• Various instruments and their classification

• Types of bonds and their pricing
  
• Various yield measures

• Market terminology
  
• Pricing Treasury notes and bonds

• Corporate bonds market terminology
  
• Pricing
  
• Role of Credit ratings

• Australian, Candian, French, German, and Irish governments bonds and their markets
  
• Characteristics and market practices in the above markets
  
• Risks involved in the markets

• Italian, Spanish, Swiss, U.K and Japanese governments bonds and their markets
  
• Characteristics and market practices in the above markets
  
• Risks involved in the markets

• How do treasury inflation protected securities work
  
• Risks of investing in TIPS
  
• Managing TIPS portfolio
  
• Implication of TIPS on income tax

• Basics of duration and modified duration
  
• Computation of duration for various types of instruments

• Basics of convexity
  
• Calculation of convexity for portfolios
  
• Positive and negative convexities and their role

• The relationship between BPV, duration and convexity
  
• Calculating methodologies of BPV for on and off balance sheet items

• Definition of high yield bonds
  
• Risks involved in them
  

• Brady bond markets terminology
  
• Pricing of Brady bonds.
  
• Risks associated with Brady bonds and their hedging
  

• Callable and puttable bonds
  
• Valuation
  
• Convertible bonds and their valuation
  

• Various types of CMOs and their structures
  
• Risks inherent in CMOs
  
• Legal and regulatory aspects of CMOs
  

• Importance of interest rate risk
  
• Pricing and valuation of interest rate swaps
  
• Variants in interest rate swaps
  
• Swaptions

• Interest rate Caps
  
• Floors
  
• Collars
  
• Captions
  

• Trading mechanics of FRAs
  
• Trading and arbitrage strategies using FRAs
  

• Bond trading mechanics
  
• Bond stripping
  
• Relative value trade

• Measurement Tools

Calculators in Fixed Income Markets

1. Calculation of FRA settlement
2. Duration
3. Duration of Portfolio
4. Options strategies
5. Options on LIBOR
6. Options on Futures
7. Future and Forward
8. Dirty Price/ Clean Price
9. Option Free Bond
10. Yield to Maturity
11. Yield to Call
12. Time value of money
13. BPV of a Coupon Paying Bond
14. Convexity
15. BPV of a Bond
16. BPV of a Portfolio
17. BPV of a Forward Rate Agreement
18. Zero Coupon Rate
19. Pass Through Structure
20. Pay Through Structure
21. Conversion of prepayment rates

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