Fixed Income Investment: Practical, applicable knowledge & skills for managing bonds & fixed income
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Fixed Income Investment: Practical, applicable knowledge & skills for managing bonds & fixed income
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Startdata en plaatsen
placeDoubleTree by Hilton Amsterdam Centraal Station 12 jun. 2024 tot 14 jun. 2024Toon rooster event 12 juni 2024, 09:00-17.30, DoubleTree by Hilton Amsterdam Centraal Station event 13 juni 2024, 09:00-17.30, DoubleTree by Hilton Amsterdam Centraal Station event 14 juni 2024, 09:00-17.30, DoubleTree by Hilton Amsterdam Centraal Station |
Beschrijving
This program is eligible for 18 CE credit hours as granted by CFA Society VBA Netherlands
Fixed Income Investment provides a practical overview of the fixed income markets, with focus on the management of bond portfolios.
How you will benefit
- Increase your understanding of the different types of risk faced by bond portfolio managers
- Learn about measures of risk such as duration and convexity as well as more advanced measures
- Review fixed-income derivatives, options and swaps and understand their usefulness in bond portfolio management for hedging or speculating
Content
Risk and Return for Bonds with Embedded Options
- Adjusted yield measures
- Adjusted risk measures
- Adjusted d…
Veelgestelde vragen
Er zijn nog geen veelgestelde vragen over dit product. Als je een vraag hebt, neem dan contact op met onze klantenservice.
This program is eligible for 18 CE credit
hours as granted by CFA Society VBA Netherlands
Fixed Income Investment provides a practical overview of the fixed income markets, with focus on the management of bond portfolios.
How you will benefit
- Increase your understanding of the different types of risk faced by bond portfolio managers
- Learn about measures of risk such as duration and convexity as well as more advanced measures
- Review fixed-income derivatives, options and swaps and understand their usefulness in bond portfolio management for hedging or speculating
Content
Risk and Return for Bonds with Embedded Options
- Adjusted yield measures
- Adjusted risk measures
- Adjusted duration
- Adjusted convexity
- Bond portfolio management for bonds with embedded options
New Measures of Risk
- Factor based measures of risk
- The shift
- The tilt
- The flex
- Key rate durations
Use of Derivative Instruments in Bond Portfolio Management:
Part I - Interest Rate Swaps
- Interest rate swaps as portfolio of bonds
- Risk of interest rate swaps: Interest rate risk and credit risk
- Swap rationale
- Advanced swaps: Forwards and swaptions
- Usefulness of swaps in bond portfolio management
Use of Derivative Instruments in Bond Portfolio Management: Part II - Options
- Pricing interest rate options
- Typology of interest rate options
- Simple payoff diagrams
- Pricing interest rate options: The Black, Derman and Toy Model
Use of Interest Rate Options in Bond Portfolio
Management
- Pricing examples
- Bonds with embedded options
- Sinking funds
- Reshaping bond portfolio returns with options
- Hedging asymmetric risk with options
- Duration hedging with convexity adjustment using futures and
options
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Deel je ervaring
Heb je ervaring met deze cursus? Deel je ervaring en help anderen kiezen. Als dank voor de moeite doneert Springest € 1,- aan Stichting Edukans.Er zijn nog geen veelgestelde vragen over dit product. Als je een vraag hebt, neem dan contact op met onze klantenservice.