Product ID: OC-2024-C159S
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.
Overview
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
Skills you'll gain
Capital MarketsForward RatesSpot RatesTotal Return Analysis
What you'll learn
- Understand how yield curves depict fixed income instrument pricing and risk premiums
- Explain duration as a measure of the sensitivity of the price (the value of principal) of a fixed-income investment to a change in interest rates
- Describe the different types of duration, and how each is used in managing and/or quantifying risk
- Discuss alternative yield curves that are used to price or assess the value of fixed income instruments, including the current coupon yield curve, par coupon yield curve, spot rate curve, treasury strip curve and forward rate curve
- Apply total return analysis over a variety of interest rate scenarios to assess risk and return as an alternative to simply using yield to maturity as an estimate of future returns
Who Should Attend
Prerequisites
- Analysts and associates in commercial, corporate and investment banking.
- 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.
Chapters
Explore a structured set of chapters designed to build your skills step by step, with practical examples and hands-on applications.
Meet your instructors
Doug Carroll
View my channelFrequently Asked Questions
How much do the courses at Starweaver cost?
We offer flexible payment options to make learning accessible for everyone. With our Pay-As-You-Go plan, you can pay for each course individually. Alternatively, our Subscription-Based plan provides you with unlimited access to all courses for a monthly or yearly fee.
Do you offer any certifications upon completion of a course at Starweaver?
Yes, we do offer a certification upon completion of our course to showcase your newly acquired skills and expertise.
Does Starweaver offer any free courses or trials?
Related Modules
Product ID: OC-2024-C159S
3 hours 10 minutes of video content
Downloadable resources
Certificate of completion
Desktop and Mobile access
Doug Carroll