Brief Introduction
Covers a variety of issues relating to yield curves, their construction, and their uses to assess risk and return.Description
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:
- Introduction to Yield Curves
- Duration and its Applications
- The Level of Rates and Shape of the Yield Curve
- Spot Rates and Forward Rates
- Total Return Analysis
Requirements
- Requirements
- Participants are expected to have basic math knowledge coming into this course.
- A financial calculator is recommended to get the most out of this course.
- Knowledge of the English language.