Understanding Yield Curve Dynamics and Market Applications
Financial Math | Yield Curves | Bonds | Duration | Spot Rates | Forward Rates | Total Return Analysis
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3 hours
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Mar 2025
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What you will 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
iscuss alternative yield curves that are used to price or assess the value of fixed income instruments
Apply total return analysis over a variety of interest rate scenarios
Interpret current coupon yield curves, par coupon yield curves, spot rate curves, treasury strip curves and forward rate curves
Use TRA to assess risk and return as an alternative to simply using yield to maturity as an estimate of future returns
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180384
udemy ID
3/11/2014
course created date
11/22/2019
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