School of Bonds and Fixed Income 2015

School of Bonds and Fixed Income 2015 is dedicated to fixed income and bonds and the challenges that the market faces.

Topics

• Bond and Fixed Income Mechanics
• Overview of Capital Markets
• Practical Bond Pricing Techniques
• Market Conventions and Conversions
• Using Duration as a Hedging or Trading Technique
• Pricing Floating Rate Notes – Understanding Bond Sensitivities
• Getting to Grips with Repos and Reverses
• Bond Portfolio Management
• Strips as a Benchmark for Pricing Nonstandard Bonds
• Introduction to Interest Rate Derivatives
• Asset-Backed Securities – Liability Swaps and the Bond Markets
• Term Structure of Interest Rate
• Swap Pricing – Swap Valuation
• Asset Swaps and Bond Markets
• Credit Curves and Benchmarking