Yield Curve Dynamics
This comprehensive course will cover a variety of issues relating to yield curves, their construction, and their use in a variety of analytical applications to assess risk and return.
This comprehensive course will cover a variety of issues relating to yield curves, their construction, and their use in a variety of analytical applications to assess risk and return.
The course consists of 19 lectures among 5 sections, including topics within:
At the end of this course, you will be able to...
Target Audience
Introduction to Yield Curves
FREE PREVIEWIntroduction to Yield Curves (Slides)
Types of Yield Curves and Yield Curve Spreads
Types of Yield Curves and Yield Curve Spreads (Slides)
Yield Curve Spreadsheet
Introduction to Duration
FREE PREVIEWIntroduction to Duration (Slides)
Types of Duration
Types of Duration (Slides)
Modified Duration
Modified Duration (Slides)
Duration Illustration
Duration Illustration (Slides)
Duration of Callable Bonds
Duration of Callable Bonds (Slides)
Yield Curve Shapes and the Level of Interest Rates
Yield Curve Shapes and the Level of Interest Rates (Slides)
Yield Curve Theories
Yield Curve Theories (Slides)
Yield Curves and the Business Cycle
Yield Curves and the Business Cycle (Slides)
Spot Rates and Spot Rate Curves
Spot Rates and Spot Rate Curves (Slides)
Calculation of Spot Rates
Calculation of Spot Rates (Slides)
Bond Valuation and Rich/Cheap Analysis
Bond Valuation and Rich/Cheap Analysis (Slides)
Treasury Strips and the Strip Rate Curve
Treasury Strips and the Strip Rate Curve (Slides)
Forward Rates
Forward Rates (Slides)
Calculating Forward Rates
Calculating Forward Rates (Slides)
Forward Rate Applications
Forward Rate Applications (Slides)
Total Return Analysis
Total Return Analysis (Slides)
Total Return Analysis Illustration
Total Return Analysis Illustration (Slides)