Fixed Income Analysis and Valuation

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Fixed Income Analysis and Valuation

Instructor: EDUCBA

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8 modules

Gain insight into a topic and learn the fundamentals.

2 weeks to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

8 modules

Gain insight into a topic and learn the fundamentals.

2 weeks to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

What you'll learn

Analyze bond valuation, yield curves, interest rate models, and fixed income securities.
Evaluate duration, convexity, credit risk, and spread measures for portfolio management.
Assess structured finance products and manage interest rate and credit risk exposures.

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There are 8 modules in this course

Master advanced fixed income analysis, bond valuation, yield curve modeling, and credit risk assessment. Develop job-ready skills used by investment analysts, portfolio managers, and finance professionals.

This course provides a comprehensive exploration of fixed income markets, covering interest rate dynamics, term structure theories, arbitrage-free valuation, embedded option securities, credit risk models, and structured finance products. Learners will examine spot and forward rates, interpret yield curve movements, apply modern interest rate models, and evaluate fixed income securities using industry-relevant methodologies. Through practical examples and analytical frameworks, participants will build expertise in duration, convexity, key rate risk, credit spread analysis, securitization, mortgage-backed securities, asset-backed securities, and collateralized debt obligations. By the end of the course, learners will be equipped to assess fixed income investments, manage interest rate and credit risk, and make informed portfolio management decisions in today's global financial markets.

Develop a strong foundation in fixed income markets by analyzing interest rates, spot rates, forward rates, yield measures, and bond valuation principles used in modern investment analysis.

What's included

8 videos1 assignment

8 videosTotal 60 minutes

Introduction to Fixed Income7 minutes
Spot Rate and Forward Rate6 minutes
Forward Rate and Forward Price10 minutes
Forward Rate and Forward Price Continues5 minutes
The Forward Rate Model7 minutes
The Forward Rate Model Continues10 minutes
Interpretation of Forward Rates7 minutes
Par Curve and Bootstrapping6 minutes

1 assignmentTotal 30 minutes

Foundations of Fixed Income Markets30 minutes

Examine yield curve behavior, benchmark rate structures, market spreads, and interest rate expectations to support fixed income valuation and investment decisions.

What's included

8 videos1 assignment

8 videosTotal 71 minutes

Yield To Maturity9 minutes
Yield To Maturity Continues6 minutes
Yield Curve Movement11 minutes
Swap Rate Curves9 minutes
Why Market Participants Use Them8 minutes
Swap Spread and Z Spread12 minutes
TED Spread and Libor OIS Spread6 minutes
Traditional Theory - Expectations Theory11 minutes

1 assignmentTotal 30 minutes

Yield Curves and Market Benchmarks30 minutes

Explore classical and modern theories of the term structure while applying yield curve factor models to understand interest rate dynamics and market behavior.

What's included

8 videos1 assignment

8 videosTotal 64 minutes

Traditional Theory - Liquidity Preference10 minutes
Segmented Market and Preferred Habitat3 minutes
Modern Term Structure Models10 minutes
The Vasicek Model8 minutes
Yield Curve Factor Models10 minutes
Yield Curve Factor Models Continues11 minutes
Working on Example7 minutes
Example of Steepness and Curvature5 minutes

1 assignmentTotal 30 minutes

Theories and Models of Term Structure30 minutes

Apply arbitrage-free pricing principles, valuation trees, and simulation techniques to evaluate fixed income securities under various market conditions.

What's included

8 videos1 assignment

8 videosTotal 61 minutes

Meaning of Arbitrage Free Valuation7 minutes
Meaning of Arbitrage Free Valuation Continues10 minutes
Implications of Arbitrage Free Valuation4 minutes
Interest Rate Trees8 minutes
Arbitrage Free Valuation11 minutes
Constructing Binomial Interest Rate Tree6 minutes
Valuing Option Free Bond with Tree8 minutes
Monte Carlo Method8 minutes

1 assignmentTotal 30 minutes

Arbitrage-Free Valuation Techniques30 minutes

Analyze callable, putable, and option-embedded bonds while evaluating the impact of volatility and optionality on fixed income valuation.

What's included

8 videos1 assignment

8 videosTotal 64 minutes

Bond with Embedded Options5 minutes
Extension and Conversion Option7 minutes
Valuation and Analysis of Callable8 minutes
Putable Bonds10 minutes
Value of Callable and Putable Bond10 minutes
Volatility8 minutes
Effect of Interest Rate Volatility9 minutes
Callable Bond and Call Option6 minutes

1 assignmentTotal 30 minutes

Bonds with Embedded Options30 minutes

Measure duration, convexity, spread risk, and key rate exposure while applying advanced valuation methods for complex fixed income securities.

What's included

10 videos1 assignment

10 videosTotal 85 minutes

Default Free Callable and Putable Bonds8 minutes
Value of Risky Callable and Putable Bonds10 minutes
Z Spread and OAS10 minutes
Duration of Bond6 minutes
Effective Duration10 minutes
Effective Convexity7 minutes
Effective Convexity Continues7 minutes
Valuation and Analysis of Capped Floater9 minutes
Floored Floating Rate Bonds10 minutes
Key Rate Duration9 minutes

1 assignmentTotal 30 minutes

Advanced Fixed Income Risk and Valuation30 minutes

Assess credit risk using traditional and quantitative models while evaluating convertible bonds and credit spread structures.

What's included

16 videos1 assignment

16 videosTotal 141 minutes

Measures of Credit Risk12 minutes
Measures of Credit Risk Continues8 minutes
Traditional Credit Models10 minutes
Example of Credit Rating11 minutes
Structural Model7 minutes
Structural Model Continues8 minutes
Interpreting Structure Model CRM10 minutes
Example and Estimation7 minutes
Using Logistic Regression Model9 minutes
Reduced Form Models8 minutes
Term Structure of Credit Spreads12 minutes
Asset-Backed Securities7 minutes
Convertible Bond8 minutes
Analysis of Convertible Bond7 minutes
Valuation of Convertible Bond12 minutes
Risk Return Characteristics5 minutes

1 assignmentTotal 30 minutes

Credit Risk Analysis and Convertible Securities30 minutes

Investigate securitization processes, mortgage-backed securities, asset-backed securities, and structured finance products used in modern capital markets.

What's included

21 videos1 assignment

21 videosTotal 186 minutes

Introduction and Benefits to Secularization8 minutes
Costumer Loan6 minutes
Secularization Process9 minutes
Example of Secularization Process10 minutes
Key Role of SPV's7 minutes
Residential Mortgage Loans8 minutes
Residential Mortgage Loans Continues7 minutes
Residential Mortgage Backed Securities11 minutes
Measures of Pre Payment Rate6 minutes
Cash Flow Construction11 minutes
WAL Contraction Risk and Extension Risk12 minutes
Collateralized Mortgage Obligation11 minutes
Sequential Pay Structure with 4 Tranches10 minutes
Floating Rate Tranches6 minutes
Non-Agency MBS10 minutes
Commercial Mortgage Backed Securities11 minutes
Call Protection and Ballon Risk10 minutes
Non Mortgage Asset Backed Securities10 minutes
Credit Card Rece. Backed Securities6 minutes
Collaterized Debt Obligations6 minutes
Collaterized Debt Obligations Continues10 minutes

1 assignmentTotal 30 minutes

Securitization and Structured Finance30 minutes

Instructor

EDUCBA

1,685 Courses341,855 learners

Offered by

EDUCBA

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