Fixed Income and Debt

Fixed Income Analysis - Part 2

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概要

This eCourse consists of two modules. Module 1 describes the key characteristics of bond futures contracts, and explains the valuation and hedging processes for these derivatives.

Module 2 defines bond futures basis and identifies its sources. It also describes how basis evolves over time and analyzes the changes in the cheapest-to-deliver bond.

宗旨

On completion of this course, you will be able to:
- Recognize the structures of various bond futures markets and contracts
- Identify how bond futures are priced
- Demonstrate how to hedge a position using a bond futures contract
- Define bond futures basis and identify its sources
- Recognize how basis evolves over time
- Analyze how the cheapest-to-deliver (CTD) bond changes over time

內容

Module 1: Bond Futures
Topic 1: Bond Futures Markets & Contracts
Topic 2: Bond Futures Pricing
Topic 3: Hedging with Bond Futures

Module 2: Bond Futures Basis
Topic 1: Basics of Bond Futures Basics
Topic 2: Evolution of Basis over the Life of a Contract
Topic 3: Cheapest-to-Deliver Bonds

詳情

活動編號
TEPFD17001001
地點
網上平台
標籤
已下架
語言
英文
級別
Intermediate
課程時數
SFC:2.00, PWMA:2.00
費用
機構會員員工: HK$580
非會員: HK$820
所有會員: HK$580