This value pack includes nine courses with topics covering bond futures, trading and hedging and relative value trading.
Description
This course describes the concept of bond futures and basis trading as used in the futures market. Key concepts such as cheapest-to-deliver bonds, implied repo rates and conversion factors are discussed in detail. The course also covers zero-coupon bonds, high yield debt, the concept of relative value trading, and the use of derivative instruments to hedge a fixed income portfolio. A solid understanding of futures and fixed income is assumed.
This value pack includes nine courses:
- Bond futures
- Bond futures basis
- Basis trading
- Zero-coupon bonds
- High yield debt
- Bond hedging with options
- Bond hedging with swaps
- Relative value trading - an introduction
- Relative value trading - strategies and risks
Click here for a full description of each course.
These courses form part of the Intuition short course suite.