Description
Welcome to our comprehensive course on Fixed Income Securities! This course is designed to provide you with a thorough understanding of the intricacies of fixed-income markets, from basic concepts to advanced valuation techniques. Whether you're a finance professional looking to deepen your knowledge or an investor seeking to enhance your portfolio management skills, this course offers valuable insights and practical strategies.
Course Overview
This Fixed Income Fundamentals 5 Course with 23+ hours of video tutorials .
Core Coverage
You get to learn about
Fixed Income & its Mathematics | Business Mathematics - Fixed Income Mathematics Essentials | Fixed Income Valuation Tutorials | Fixed Income | Instruments - Understanding Instruments and Yield | Fixed Income Market
Eligibility
- Anyone serious about learning character modeling and wants to make a career in this Field
- Certification Type: Course Completion Certificates
- Pre-Requisites: Basic knowledge about animation would be preferable
Fixed Income Fundamentals
This module provides a comprehensive overview of fixed income securities and their mathematical underpinnings. Participants will learn how to calculate bond prices, yields, and durations, essential for understanding the behavior of fixed income investments.
Business Mathematics - Fixed Income Mathematics
Dive deeper into the mathematical principles behind fixed income instruments. Topics covered include interest rate calculations, present value, and the application of mathematical models in bond valuation.
Fixed Income Valuation Tutorials
In this module, participants will gain practical experience in valuing fixed income securities. Through tutorials and demonstrations, they will learn various valuation techniques and models used in analyzing bonds.
Fixed Income Instruments - Understanding Instruments
Participants will explore the different types of fixed income instruments available in the market, including government bonds, corporate bonds, and mortgage-backed securities. They will learn about the features and risks associated with each type of instrument.
Fixed Income Market
This module provides a comprehensive understanding of the fixed income market, including its structure, participants, and trading mechanisms. Participants will also learn about the factors that influence interest rates and bond yields.
Fixed Income Fundamentals Curriculum
- Introduction to Fixed Income (1:13)
- What is Fixed Income Market (1:28)
- Type of Bonds (2:52)
- Types of Yield and Returns (6:14)
- Money Market (8:09)
- Certificate of Deposits (6:04)
- Yield and Price Relationship (8:53)
- Formula Convexity (11:20)
- Formula Convexity Continues (8:37)
- Convexity and DVO I of Bond (7:20)
- M Duration and PVO 1 of Bond (8:23)
- Cash Flow of a Bond (9:47)
- XIRR Input Value (7:23)
- Example of Cash Flow of Bond Continues (11:33)
- Day Count Convention (7:46)
- Day Count Convention Continues (7:10)
- Zero Coupon Instrument (7:54)
- Discounted Instrument (5:33)
- Discounted Yield and Yield Return Example (7:58)
- Accrued Interest and Purchase Price (5:26)
- Example of Discounted Pricing (8:53)
- Example of Discounted Pricing Continues (7:00)
- Trade Output Space Example (11:01)
- Accured Interest (9:45)
- Accured Interest Continues (3:58)
- Yield to Maturity (8:08)
- Formula Of Price (5:15)
- Discounted Instruments (11:31)
- Internal Rate Of Returns (IRR) (10:54)
- Modified Internal Rate Of Returns (MIRR) (6:09)
- Structure of Interest Rate and Spot Rate (11:03)
- Zero Coupon Rates VS YTM (7:55)
- Zero Coupon Rates VS YTM Continues (8:34)
- Forward Rates (6:58)
- Example of Forward Rates (8:03)
- Liquidity Preference (12:19)
- Market Dynamics (6:43)
- Introduction to Fixed Income Mathematics (8:27)
- Geometric Series in Fixed Income Mathematics (9:59)
- Taylor Series in Fixed Income Mathematics (7:44)
- Taylor Series in Fixed Income Mathematics Continues (8:00)
- Derivatives Fixed Income Mathematics (9:43)
- Integration Fixed Income Mathematics (6:31)
- Exponential Funtion in Essental Mathematics (9:32)
- Logrithmic Funtion in Essental Mathematics (9:24)
- Types and Characteritics of Bond (11:02)
- Formula of Zero Coupon Bond (5:29)
- Formula of Zero Coupon Bond Continues (8:25)
- Annuities and Perpetuities (10:08)
- Example of Annuities (11:01)
- Example of Annuities Continues (8:33)
- Perpetuities Bonds (9:36)
- Bullet and Amortized Bond (10:03)
- Bullet and Amortized Bond Continues (11:13)
- Par Coupon Rates in Fixed Income Mathematics (9:31)
- Par Coupon Rates in Fixed Income Mathematics Continues (11:32)
- Floatng Rate Bond (11:08)
- Interest Rate in Fixed Income Mathematics (8:10)
- Discount Rate in Fixed Income Mathematics (10:00)
- Yields and Its Works (8:32)
- Methods of Yields (8:18)
- Methods of Yields Continues (10:41)
- Rate of Return (11:50)
- Introduction to Fixed Income Valuation (9:32)
- Understanding Bond Price and Bond Yield (7:50)
- Types of Bond in Market (9:08)
- Concept of Coupon Paying Bond (9:19)
- Callable Bond and Putable Bond Options (10:27)
- Method of Puttable Bond (8:31)
- Summary on the Bond Functions (3:04)
- Valuation of the Bonds (5:09)
- Example on Valuation of the Bonds (5:00)
- Example on Yield to Put (5:07)
- Selecting the Bond Type (7:28)
- Determining the Frequency of the Coupon (7:21)
- Call Price for Callable Bond (4:37)
- Issuing Callable and Semi Annual Bond (4:58)
- Context of Derivatives Valuation (6:59)
- Constructing a Hypothetical Arbitrage (8:16)
- Evaluating the Scenarios (5:15)
- Practical Example on Forward Contracts (6:41)
- Practical Example on Forward Contracts Continues (7:30)
- Determining the Market Value (11:01)
- Example on Forward Contracts (5:29)
- Practical Illustrations on Forward Stocks (4:50)
- Value of Derivative Contract (4:58)
- Forward Contracts in Context of Bond (7:49)
- How Futures and Contracts operate (5:56)
- Example on Futures and Contract (6:41)
- Formulas for Index Futures (4:01)
- Forward Rate Agreement (7:20)
- Purpose of entering forward rate agreement (6:24)
- Annualised and Unannualised Rates (5:50)
- Fundamental steps for FRA (6:39)
- Fixed Income Instruments (5:02)
- Bond Market and Instruments (8:39)
- Treasury Yields (7:53)
- Relation Between Price and Yield (6:55)
- How to Value Treasury Bonds (7:06)
- Bond Pricing (6:35)
- Zero Coupon Treasury Bills (9:04)
- Understand Spot Rate (10:18)
- How to Value Zero Coupon Treasury Bills (8:46)
- Bond Pricing Zero Coupon Bond (6:44)
- Shape of Yield Curve (7:10)
- Duration and Convexity (7:04)
- More Duration and Convexity (3:33)
- Effective Duration (9:49)
- Question - Bond Pricing (7:53)
- Question - Corporate Bond (8:02)
- Semi Annual Paying Bond (4:20)
- Duration and Convexity Conclusion (2:32)
- Introduction to Fixed Income Market (9:25)
- Principal Repayment Structure (8:36)
- Coupon Repayment Structure (10:45)
- Global Fixed Income Market (8:26)
- Primary and Secondary Bond Market (8:11)
- Types of Issuer of Fixed Income Market (10:51)
- Types of Issuer of Fixed Income Market Continues (10:33)
- Fixed Income Valuation (9:02)
- Example of Fixed Income Valuation (8:38)
- Example of Fixed Income Valuation Continues (4:23)
- Prices and Yields (7:36)
- Prices and Yields Continue (9:07)
- Certificate of Deposite (9:55)
- Floating Rate Note (10:35)
- Mony Market (12:56)
- Understanding Fixed Income Risk and Return (10:16)
- Souces of Rturn (7:46)
- Interest Rate Risk on Fixed Rate Bonds (9:41)
- Approximate Modified Duration (9:40)
- Computation of Fixed Income (7:52)
- Mony Duration (7:53)
- Approximate Convexity (10:45)
- Fundamentals of Credit Analysis (10:28)
- Fundamentals of Credit Analysis Continue (8:18)
- More on Fundamentals of Credit Analysis (8:31)
- Credit Analysis Model (7:14)
- Credit Analysis Model Continue (6:55)
- Moe on Credit Analysis Model (8:09)
- Backed Securities (9:32)
- Residentioal Mortagage Loans (8:56)
- Commercial Mortgage (7:06)
- Collateralized Debt Obligations (6:31)
- The Arbitration-Free Framework (9:34)
- Example of The Arbitration-Free Framework (6:59)
- Pricing Bonds using a Binomial Tree (11:09)
- Calibrating Binomial Tree (9:23)
- Bond with Embedded Options (11:18)
- Example of Embedded Options (7:16)
- Bond with Interest Rate Volatility (10:54)
- Valuation of a Floored Floater (6:01)
- The Term Structure and Interest Rate Dynamics (12:10)
- The Term Structure and Interest Rate Dynamics Continues (11:05)
- More on Term Structure and Interest Rate Dynamics (12:26)
- Framework for Fixed Income Portfolio Management (7:41)
- Managing Funds Against Bond Markets (9:04)
- Managing Funds Against Liabilities (6:45)
- More on Managing Funds Against Liabilities (9:24)
- Fixed Income Strategies (12:13)
- Fixed Income Strategies Continues (10:34)
- International Bond Investment (8:51)
- Selecting Fixed Income Manager (6:30)
- Relative-Value Methodologies for Global Portfolio Management (9:55)
- Relative-Value Methodologies for Global Portfolio Management Continues (7:27)