Understanding Yield Curve Dynamics and Market Applications

Financial Math | Yield Curves | Bonds | Duration | Spot Rates | Forward Rates | Total Return Analysis
4.48 (619 reviews)
Udemy
platform
English
language
Investing & Trading
category
Understanding Yield Curve Dynamics and Market Applications
4 238
students
3.5 hours
content
Apr 2025
last update
$59.99
regular price

What you will learn

Understand how yield curves depict fixed income instrument pricing and risk premiums

Explain duration as a measure of the sensitivity of the price (the value of principal) of a fixed-income investment to a change in interest rates

Describe the different types of duration, and how each is used in managing and/or quantifying risk

iscuss alternative yield curves that are used to price or assess the value of fixed income instruments

Apply total return analysis over a variety of interest rate scenarios

Interpret current coupon yield curves, par coupon yield curves, spot rate curves, treasury strip curves and forward rate curves

Use TRA to assess risk and return as an alternative to simply using yield to maturity as an estimate of future returns

Course Gallery

Understanding Yield Curve Dynamics and Market Applications – Screenshot 1
Screenshot 1Understanding Yield Curve Dynamics and Market Applications
Understanding Yield Curve Dynamics and Market Applications – Screenshot 2
Screenshot 2Understanding Yield Curve Dynamics and Market Applications
Understanding Yield Curve Dynamics and Market Applications – Screenshot 3
Screenshot 3Understanding Yield Curve Dynamics and Market Applications
Understanding Yield Curve Dynamics and Market Applications – Screenshot 4
Screenshot 4Understanding Yield Curve Dynamics and Market Applications

Charts

Students
Price
Rating & Reviews
Enrollment Distribution

Related Topics

180384
udemy ID
11/03/2014
course created date
22/11/2019
course indexed date
Bot
course submited by
Understanding Yield Curve Dynamics and Market Applications - | Comidoc