Intermediate Bond Markets

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This one day Intermediate Bond Markets course covers the structure and analysis of bond markets, how demand and supply factors influence bond valuations via the price / yield relationship and introduces contemporary bond investment and strategies deployed by bank prop desks and hedge funds.

Course also includes detailed risk analysis using modified duration and convexity and is delivered via hands-on exercises and recent case studies as well as comprehensive tuition.

Who should attend?

  • Financial analysts
  • Risk managers
  • Pension fund managers
  • Corporate treasurers
  • Bond dealers and traders
  • Investors
  • Bond fund managers
  • Other roles working in and around the global bond markets

Tutor
Duncan Hughes

Duration
One day

Learning Objectives
At the end of the course delegates should have a broad understanding of the following subject areas:

  • Detailed bond market analysis: currency, sector, credit quality and maturity
  • Influence of macroeconomic factors on bond markets
  • Understanding bond yield curves and the information they contain
  • How demand and supply factors influence bond yields and prices
  • Understanding of the key bond market risk metrics: modified duration and convexity
  • Analysing risk using modified duration and convexity
  • Contemporary bond investment and trading strategies

Contact us on +44 (0) 20 7776 7500 or email us at info@quartic.co with any questions you may have and we will be happy to help you.

  • Prerequisites

The course assumes a basic knowledge of bond markets and proficiency in fundamental financial mathematic principles such as discounted cash flows.