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2021, Online
2021, Online

Master how to price bonds, trade the yield curve and manage risk

A five-day practical training course

TAILOR THIS COURSE FOR YOUR TEAM

We can customise it to meet your specific training requirements and deliver it face-to-face or digitally. Contact Leigh Kendall at Leigh.Kendall@informa.com.

A Masterclass in Bonds & Fixed Income

Learn how to

  • Price fixed rate bonds at a glance - without using a calculator
  • Price fixed rate bonds on your phone and in Excel
  • Understand the relationship between fixed rate bonds and floating rate notes
  • Determine whether bonds are cheap or expensive
  • Use asset swaps as a pricing tool for credit risk

Case studies and practical sessions

Some of the featured deals will be less than 24 hours old when you see them, emphasising how the markets work today. Practical sessions include:

  • Estimating the difference between semi-annual and annual rates at a glance
  • Benchmarking corporate bonds to an interpolated curve
  • Dynamically hedging a portfolio
  • Using duration to calculate hedge ratios; curve trading
  • Bond pricing in Excel
  • Working out the term structure of interest rates
  • Asset swap pricing and valuation

Key information

Date: 12-16 April 2021

Course leaders: Alan McDougall and Petros Geroulanos

Venue: Central London

Course Fee: £4999 + VAT @ 20% = £5998.80 

Why choose IFF?

  • TRACK RECORD – we have been delivering expert training to the banking, finance and energy sectors since 1991 
  • INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues
  • KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best 
  • SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer 
  • VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment 
  • ACCREDITATION – we are accredited by the British Accreditation Council (BAC)

Bastian Strucken

Analyst

NIBC

Good overview of the courses/markets and their users. The parts that I enjoyed most from the course were practical applications, stories from inside the business and historical content of bond pricing. The course compared far better than other courses I have previously attended.


CPD Certified

Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become out-dated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age or educational level. This course has been assessed and is CPD certified.