Fundamentals of Fixed Income

Course Overview

A review of all the essential knowledge required in the areas of money-markets, bonds, credit and securitisation.

Learning Objectives

• Understand the instruments that constitute the money-markets, and how banks and corporates obtain short-term funding.
• Understand bond pricing and risk.
• Be able to compute sensitivity and risk measures such as DV01.
• Understand the various credit spreads quoted in the market.
• Understand the mechanics and motivation behind securitisation.