Fixed Income Valuation & Risk Management

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Fixed Income Valuation & Risk Management

位教师：EDUCBA

包含在中

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4个模块

深入了解一个主题并学习基础知识。

9 小时完成

灵活的计划

自行安排学习进度

4个模块

深入了解一个主题并学习基础知识。

9 小时完成

灵活的计划

自行安排学习进度

您将学到什么

Analyze bond valuation and price–yield relationships.
Apply pricing models for futures, forwards, and FRAs.
Manage interest rate risk using derivatives and hedging strategies.

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该课程共有4个模块

Master fixed income valuation and derivative pricing to manage interest rate risk and make smarter financial decisions. Learn how to analyze bonds, futures, and forward contracts in real-world scenarios.

This course provides a structured approach to fixed income valuation, starting with bond pricing fundamentals and advancing to derivative applications. You will learn how to analyze price–yield relationships, evaluate callable and putable bonds, and apply yield measures for accurate valuation. Through practical modules, the course covers forward and futures contracts, cost of carry models, and arbitrage opportunities. You will also explore Forward Rate Agreements (FRAs) and understand how they are used to hedge interest rate risk in financial markets. By the end of the course, you will be able to apply valuation techniques, interpret derivative pricing models, and manage financial risk effectively. Ideal for finance professionals and aspiring analysts, this course builds strong quantitative and analytical skills required for roles in investment analysis, treasury, and risk management.

This module introduces the core principles of fixed income valuation, including bond pricing mechanics, coupon structures, yield relationships, and embedded bond features such as callable and putable options. Learners build a strong conceptual foundation in present value techniques and understand how interest rate movements influence bond prices and returns.

涵盖的内容

9个视频4个作业

9个视频总计68分钟

Introduction to Fixed Income Valuation10分钟
Understanding Bond Price and Bond Yield8分钟
Types of Bond in Market9分钟
Concept of Coupon Paying Bond9分钟
Callable Bond and Putable Bond Options10分钟
Method of Puttable Bond9分钟
Summary on the Bond Functions3分钟
Valuation of the Bonds5分钟
Example on Valuation of the Bonds5分钟

4个作业总计60分钟

Graded - Foundations of Bond Valuation30分钟
Fixed Income Basics & Market Overview10分钟
Bond Structures & Embedded Features10分钟
Core Valuation Principles in Action10分钟

This module deepens understanding of bond yield measures, coupon frequency adjustments, and callable bond pricing dynamics. It also introduces arbitrage reasoning and derivative valuation fundamentals, enabling learners to assess refinancing risk, yield comparisons, and pricing inefficiencies in fixed income markets.

涵盖的内容

8个视频4个作业

8个视频总计50分钟

Example on Yield to Put5分钟
Selecting the Bond Type7分钟
Determining the Frequency of the Coupon7分钟
Call Price for Callable Bond5分钟
Issuing Callable and Semi Annual Bond5分钟
Context of Derivatives Valuation7分钟
Constructing a Hypothetical Arbitrage8分钟
Evaluating the Scenarios5分钟

4个作业总计60分钟

Graded - Yield Analysis & Callable Bond Mechanics30分钟
Yield Calculations & Bond Selection10分钟
Callable Bonds in Practice10分钟
Introduction to Derivatives Thinking10分钟

This module explores forward and futures contracts within fixed income and equity markets, covering pricing mechanisms, cost of carry models, payoff structures, marking to market, and counterparty risk management. Learners develop applied understanding of derivative valuation and hedging strategies.

涵盖的内容

9个视频4个作业

9个视频总计61分钟

Practical Example on Forward Contracts7分钟
Practical Example on Forward Contracts Continues8分钟
Determining the Market Value11分钟
Example on Forward Contracts5分钟
Practical Illustrations on Forward Stocks5分钟
Value of Derivative Contract5分钟
Forward Contracts in Context of Bond8分钟
How Futures and Contracts operate6分钟
Example on Futures and Contract7分钟

4个作业总计60分钟

Graded - Forward Contracts & Derivatives Applications30分钟
Forward Contracts — Practical Foundations10分钟
Valuation of Forward & Stock Contracts10分钟
Forward & Futures in Bond Markets10分钟

This module focuses on index futures pricing models and Forward Rate Agreements (FRAs), emphasizing cost of carry methodology, interest rate risk management, annualized rate calculations, and FRA settlement mechanisms. Learners gain practical insight into hedging and managing interest rate exposure using derivative instruments.

涵盖的内容

5个视频3个作业

5个视频总计30分钟

Formulas for Index Futures4分钟
Forward Rate Agreement7分钟
Purpose of entering forward rate agreement6分钟
Annualised and Unannualised Rates6分钟
Fundamental steps for FRA7分钟

3个作业总计50分钟

Graded - Futures Pricing & Forward Rate Agreements (FRA)30分钟
Index Futures & Pricing Mechanics10分钟
FRA Applications & Interest Rate Concepts10分钟

位教师

EDUCBA

1,150 门课程274,737 名学生

提供方

EDUCBA

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