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Global Financial Markets Institute»Bond Math

Bond Math

This interactive course introduces the participant to the fundamental tenets of bond valuation and risk measurement. Through a variety of interactive exercises, the course participant will calculate present and future value. This leads directly into pricing a bond. Different yield measures are examined and the participant will construct a basic yield curve. Using the price of a bond as the foundation, modified duration is calculated and its applications are explained. Convexity is introduced (but not calculated!). Different day count conventions are explored. The course concludes with examining and calculating spot and forward curves and discussing their applications.

Course Objectives

By the end of the course, participants will be able to:

  • Describe and calculate present and future value
  • Price a bond
  • Discuss yield conventions
  • Explain industry day count and interest conventions
  • Calculate and apply duration and dollar value of a basis point (DV01)
  • Explain and apply convexity
  • Construct a yield curve
  • Calculate and explain applications of spot and forward curves

Suggested Prerequisites:

  • Fixed Income or equivalent knowledge

Program Level:Foundational

Advance Preparation: None

Computers and Financial Calculators: Calculators

Recommended CPE Credits: 7

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  • About Us
    ▼
    • Our Story
    • Our Team
    • Our Clients
    • Strategic Alliance
    • Our Associations
  • Services
    ▼
    • Training Needs Analysis
    • Custom Built Training
    • Subject Matter Experts
  • Training Courses
    ▼
    • Alternative Investments
    • Asset Liability Management
    • Capital Markets
    • Commodities
    • Corporate Finance Course
    • Credit and Credit Analysis Course
    • Credit Derivatives
    • Derivatives
    • Digital Assets
    • Economics
    • Equities
    • Financial Statement Analysis Accounting
    • Fixed Income Courses
    • Foreign Exchange
    • Insurance
    • Municipals
    • Mutual Funds and ETFs
    • Operations
    • Portfolio Management
    • Quantitative Methods and Excel
    • Regulation and Compliance
    • Risk Management
    • Securities Lending — Repurchase Agreements
    • Securitization and Structured Finance
    • Structured Products
    • Wealth Management
  • Training Methods
    ▼
    • Classroom Training
    • Virtual Instructor-Led Training (VILT)
    • Online Learning — eLearning
    • Financial Simulation
    • Blended Learning
  • Insights
    ▼
    • eNews
    • Articles
    • Glossary
    • Blog
    • Case Studies
  • Contact us
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