Yield Curve Analysis

ITEM FIPR0411

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Yield Curve Analysis

A comprehensive survey of the tools and techniques employed to construct, interpret and trade the term structure of interest rates.

CPE Credits: 7

This course is a component of the Fixed Income Professional Certificate.

Prerequisite knowledge:

Intermediate MS Excel skills
Elementary calculus
Basic probability theory
Some familiarity with fixed income instruments will be advantageous

Curriculum!!!

What you'll learn

Who should take this

Faculty

Module 1: Introduction and Overview

Yield Curve Fundamentals
Financial and Economic Implications
Interpreting the Shape of the Curve, Supply, and the Business Cycle
Risk Free Curves

Module 2: A Taxonomy of Curves

Spot rate curves
Swap curves
Corporate curves
Mortgage curves

Module 3: Yield Curve Fitting

Fitting a curve to the bond market
Plotting bond yields against the fitted curve
Yield spreads to the fitted curve

Module 4: Yield Curve Modeling

Interpretation and forecasting yield curve movements
Fiscal and monetary policy
Parallel yield curve shifts
Non-parallel curve shifts (steepening/flattening/barbell)
Econometric forecasting models
Understanding and interpreting yield curves

Module 5: Trading the Curve and Portfolio Applications

Yield curve strategies
Total return analysis for yield curve shifts

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Yield Curve Analysis

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Summary

Yield Curve Analysis

Please complete this form and a NYIF Career Advisor will assist you.

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Please complete this form and a NYIF Career Advisor will assist you.

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Where Wall Street Goes to SchoolTM!

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You can also reach us on +1 347 842 2501 or mb100rabh@gmail.com

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Yield Curve Analysis

Easy monthly payments

Desk-Ready Skills

Jack Farmer

Yield Curve Analysis

Please complete this form and a NYIF Career Advisor will assist you.

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Please complete this form and a NYIF Career Advisor will assist you.

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Please complete this form and a NYIF Career Advisor will assist you.

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Please complete this form and a NYIF Career Advisor will assist you.

Please fill in a valid email and phone number.

Select preferred contact method

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Where Wall Street Goes to SchoolTM!

Please select a time and date from the calendar to book a 15-minute call with a NYIF Career Advisor.

You can also reach us on +1 347 842 2501 or mb100rabh@gmail.com

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Yield Curve Analysis

Easy monthly payments

Day 1