Fixed income investments

This unit covers the wide range of fixed income products and fixed income portfolio management strategies. Starting with a review of the basics of fixed income analytics such as bond pricing, yield curve, spot rates, forward rates and risk measures, you will be introduced to the extensive array of fixed income instruments including bonds with embedded options and securitized products. You will learn key interest rate models, credit risk models and bond valuation frameworks, as well as strategies of managing bond portfolios.