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Course: Bond Analysis - Self paced e-learning course - 6-month access
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1 Sep - 31 Dec
Course Description
• Duration
• Modified Duration
• Dollar Duration
• Horizon Analysis
• Immunisation
• Estimating Zero Coupon Rates
• Bootstrapping
• Cubic Spline
• Nelson Siegel
• Forward Rates
Course Objective
First, you get a detailed description of the most relevant key figures used on the bond market. You learn about Macauley duration, dollar duration, modified duration, convexity and you will get a chance to analyse these risk key figures.

The risk key figures have very strict underlying assumption. Through horizon analysis you will get to experiment with what happens when some of these assumptions are not fulfilled. You will also see how investors try to eliminate the risk of their bond investment by using immunisation strategies.

Performance analysis will be introduced as a means to see which return you actually got after a specified period of time.

Finally, you will be guided through finding the basic building blocks for bond pricing called zero coupon rates and try out one such process called bootstrapping. You will also be familiar with other estimation techniques such as Cubic Spline and Nelson Siegel.

You will also see that zero coupon rates can be used to explore what the bond market believes future yields will be when forward rates are analysed.

Throughout the course you can test your knowledge through interactive exams
Course Prerequisites
A basic knowledge of the bond market, corresponding to the e-learning course “Introduction to Bonds”, is required.
Course Level
Intermediate
The course is relevant for:
Employees in the financial sector who have a basic knowledge about the bond market but need to get equipped with techniques for analysing the bond market.
Speakers
Ingen/none
Language
English
Location
Distance Learning
Course fee
6 months' access to the "Introduction to Bond analysis" e-learning course: DKK 1,495 (EUR 195) exclusive of VAT. You may register for this course at any time. On reciept of your payment we will send you an e-mail with your personal username and password.