Andrew Loo – CFI Education – Advanced Fixed Income

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Description

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CFI Education – Advanced Fixed Income , Andrew Loo – CFI Education – Advanced Fixed Income download

Andrew Loo – CFI Education – Advanced Fixed Income

Advanced Fixed Income
Learn advanced technical and mathematical concepts within fixed income capital markets

 

Overview
Advanced Fixed Income Course Overview
This Advanced Fixed Income course will explore some more advanced topics within fixed income capital markets. This course will use more technical and mathematical concepts to teach you not only to understand these advanced concepts but also to be able to calculate how we get them.

We will explore what bootstrapping is and how we can use it to construct hypothetical yield curves. Then, we will look at using the forward curve to value derivatives. We will also discuss constructing and fitting yield curves and using the cheap-rich analysis to see if a bond is rich or cheap.

Finally, we will look at the bond futures contract and calculate the implied repo rate to determine which bond is the most cost-efficient in the deliverable basket to deliver physically.

 

Advanced Fixed Income Learning Objectives
Upon completing this course, you will be able to:

  • Understand different variations of yield curves (e.g., par, spot, and forward yield curves)
  • Construct hypothetical yield curves using bootstrapping
  • Fit yield curves based on a series of yield observations
  • Learn how to tell if a bond is rich or cheap using cheap-rich analysis
  • Understand bond futures and how to determine which bond is the most economical to deliver

 

Who Should Take This Course?
This Advanced Fixed Income course is perfect for anyone who wants to have a deeper analytical understanding when using market-data providers such as Refinitiv Workspace. The individual wants to gain more breadth in fixed income or desires to cover some more advanced topics within fixed income.

This course is designed to equip anyone who desires to begin a career in the capital markets on a fixed income desk or prepare for career advancement from junior to more senior fixed income trading or sales positions.

 

What you’ll learn

  • Introduction
    Course Introduction
    Downloadable Files
  • Constructing Yield Curves
    Yield Curves
    Zero-Coupon Yield Curve
    Interactive Exercise 1
    Par Yield Curves
    Coupon Yield Curves
    Significance of Hypothetical Curve
    Significance of Hypothetical Curve Continued
    Interactive Exercise 2
    Bootstrapping
    Bootstrapping Example
    Bootstrapping a Swap Curve
    Bootstrapping Spot0X6
    Bootstrapping Spot0X9-Spot0X12
    Bootstrapping Exercise
    Discount Factors
    Discount Factors Continued
    Forward Yield Curve
    Proving Spot vs. Spot and Forward
    Interactive Exercise 3
    Using the Forward Curve to Value Derivatives
    Value Derivatives
    Interactive Exercise 4
  • Fitting Yield Curves and Cheap-Rich Analysis
    Fitting
    Purpose of Fitted Curve
    Relative Value–Cheap/Rich Analysis
    Relative Value–Cheap/Rich Analysis Continued
    Cheap/Rich Reports Limitations
    Interactive Exercise 5
  • Bond Futures and The Cheapest-to-deliver
    Government Bond Futures Contract
    Interactive Exercise 6
    Delivery
    Conversion Factor
    Invoice Amount
    Comparing Principal Invoice Amounts
    Futures/Cash Basis
    Interactive Exercise 7
    Implied Repo Rate
    Implied Repo Rate Example
    Net Basis
    Basis Optionality
    Cheapest to Deliver Exercise
  • Qualified Assessment
    Qualified Assessment

 

This Course is Part of the Following Programs
Why stop here? Expand your skills and show your expertise with the professional.

All Capital Markets & Securities Analyst (CMSA)® Courses
Advanced Fixed Income is part of the Capital Markets & Securities Analyst (CMSA)®, which includes 41 courses.

  • Skills Learned
    Trading strategies used in the finance and capital markets
  • Career Prep
    Work in capital markets, whether on the buy-side or the sell-sideCommonly Asked Questions:

    1. Business Model Innovation: Acknowledge the reality of a legitimate enterprise! Our approach involves the coordination of a collective purchase, in which the costs are shared among the participants. We utilize this cash to acquire renowned courses from sale pages and make them accessible to individuals with restricted financial resources. Our clients appreciate the affordability and accessibility we provide, despite the authors’ concerns.
    2. CFI Education – Advanced Fixed Income Course
    • There are no scheduled coaching calls or sessions with the author.
    • Access to the author’s private Facebook group or web portal is not permitted.
    • No access to the author’s private membership forum.
    • There is no direct email support available from the author or their team.
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