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Matan Feldman - Crash Course in Bonds and Debt.

Matan Feldman – Crash Course in Bonds and Debt

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If you’ve ever tried to learn about bonds – either through a textbook, a university class, or CFA training materials, you’ve most likely discovered that it quickly gets painful. We’ll be blunt: bond analysis is usually taught horribly.

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Matan Feldman - Crash Course in Bonds and Debt

Matan Feldman – Crash Course in Bonds and Debt (Wall Street Prep)

SalePage: https://www.wallstreetprep.com/self-study-programs/crash-course-in-bonds/

Crash Course in Bonds

96 Lessons
8h 41m
93,052 Students

5.0 star rating 27 Reviews

Included in: Fixed Income Markets Certification (FIMC)

A step-by-step crash course in bonds designed for those pursuing a career in fixed income research, investments, sales and trading or investment banking (debt capital markets).

Why You Should Take This Course

width=We’ll be blunt: bond analysis is usually taught horribly. Our course completely demystifies fixed income analysis to give people from the outside a clear window to the inside.

If you’ve ever tried to learn about bonds – either through a textbook, a university class, or CFA training materials, you’ve most likely discovered that it quickly gets painful. We’ll be blunt: bond analysis is usually taught horribly. Beyond super-basic concepts of bond pricing and interest rate valuation, concepts like convexity, modified duration and forward curves are introduced with no connection to how they relate to real-world investment strategies.

We made this bonds course with one overall objective in mind: to make something truly different than what’s out there now. Something that completely demystifies fixed income analysis and gives people a clear window to the inside.

We feel certain we’ve accomplished this. We take you step-by-step through the core concepts you need, and completely cut out concepts you’ll never use. The result is an intuitive look at the use of bonds in fixed income research, sales and trading and investment banking.

What You Will Learn

  • Fixed income market overview
  • Bond math basics
  • Yield calculations and conventions
  • Money Market math
  • Interest rate risk
  • Real world bond pricing nuances
  • Callable bonds
  • The yield curve
  • Nominal spread & Z-spread
  • OAS
  • Spot rates
  • Realized compound yield
  • Holding period yield
  • Forward rates
  • Credit analysis
  • Debt Capital Markets

 

PLUS:  We’ll show you how market practitioners use Bloomberg on the job.

Wall Street Prep’s Crash Course in Bonds is used at top financial institutions and business schools.

Course Samples

 

DV01

 

Interpreting the Bloomberg YAS screen

 

Yield curve shape at various points in the business cycle

Course Highlights

 

Used on the Street

This is the same comprehensive course our corporate clients use to prepare their analysts and associates.

 

1.5x, 2x video speed

Save loads of time by bumping up playback speed to breeze through lessons at your own pace.

 

 

Taught by bankers

Our instructors are former I-bankers who give lessons real-world context by connecting it to their experience on the desk.

 

Instructor Support

Have a question on course content? Communicate directly with instructors by asking questions throughout the course.

Course TOC

Chapter 1: Fixed income market overview
1 What is fixed income? 2:30
2 Size of the bond market 2:41
3 Bond market geographic breakdown 3:21
Chapter 2: Bond basics
4 Basic bond terms 4:28
5 Basic bond math 5:52
6 Using Excel’s RATE() function 5:00
7 Reinvestment assumption of YTM 3:26
8 YTM vs. current vs. nominal yield 2:16
9 Annuities 4:28
10 Bond price as present value of a bond’s cash flows 1:32
11 Simple bond price exercise 2:47
12 More bond terms 4:58
13 Bond issuance costs 2:53
14 The price/yield relationship 3:52
15 Primary vs. secondary bond market 4:28
16 The bid/ask spread 2:44
17 QuizBond basics review 3 Questions
Chapter 3: Yield calculations and conventions
18 Coupon frequency and bond equivalent yield (BEY) 3:14
19 BEY vs Effective annual yield (EAY) 6:45
20 Converting from BEY to EAY 4:14
21 Compounding conventions of 0-coupon bonds 7:41
22 QuizYield calculations and conventions review 3 Questions
Chapter 4: The money market math
23 Money market yield 8:04
24 Money market math exercises 5:08
25 Compounding 9:53
26 Discount basis 12:46
27 Converting interest rates 5:49
28 Money market instruments 3:26
29 QuizThe money market math review 3 Questions
Chapter 5: Real world bond pricing nuances
30 Settlement date 0:37
31 Bond pricing between coupons 1:29
32 Fractional periods 7:01
33 Day count convention 1:51
34 Dirty price 2:19
35 Dirty price exercise 6:15
36 Clean vs dirty price 4:08
37 Useful Excel functions 2:55
38 Bond pricing exercise, part 1 6:34
39 Bond pricing exercise, part 2 8:25
40 Bond pricing exercise, part 3 4:51
41 Interpreting the Bloomberg bond screen 6:43
42 QuizBond pricing nuances review 2 Questions
Chapter 6: Realized compound yield and holding period yield
43 Realized compound yield and holding period yield 2:55
44 RCY / HPY exercise, part 1 6:07
45 RCY / HPY exercise, part 2 2:34
46 RCY / HPY exercise, part 3 19:48
47 QuizRealized compound yield and holding period yield review 2 Questions
Chapter 7: Interest rate risk
48 Intro to interest rate risk 4:27
49 DV01 5:36
50 Hedging interest rate risk 6:15
51 Estimating the price impact of rate changes 2:50
52 Modified duration & dollar duration 4:39
53 Modified duration exercise 5:59
54 Useful Excel functions for interest rate risk 1:48
55 Modified duration exercise, part 2 6:31
56 Modified duration exercise, part 3 3:54
57 Convexity 6:16
58 Convexity exercise 13:35
59 How convexity is applied in practice 2:29
60 Duration/convexity between coupons 3:01
61 Duration/convexity between coupons exercise 8:33
62 Interpreting the Bloomberg YAS screen 10:16
63 QuizInterest rate risk review 3 Questions
Chapter 8: Callable bonds
64 Make whole call 10:04
65 Make whole call, Apple example 3:17
66 Callable bonds 10:01
67 Sinking fund redemption 2:59
68 Yield to call and yield to worst 5:54
69 QuizCallable bonds review 2 Questions
Chapter 9: The Yield Curve
70 Yield curve intro 4:57
71 Term structure theory 11:31
72 Monetary policy intro 6:03
73 Federal funds and the discount rate 3:13
74 Open market operations 3:03
75 Other central bank tools 6:07
76 Summary of forces affecting the yield curve 8:09
77 Yield curve shape at various points in the business cycle 10:02
78 QuizYield Curve review 4 Questions
Chapter 10: Spot rates
79 Spot rates intro 6:48
80 Spot rates role in bond valuation 9:56
81 Full vs YTM bond valuation approaches 6:56
82 Bootstrapping the spot curve, part 1 11:18
83 Bootstrapping the spot curve, part 2 13:47
84 QuizSpot rates review 3 Questions
Chapter 11: Z-spread and OAS
85 Yield spreads and the z-spread 16:30
86 Option adjusted spread 4:10
87 QuizZ-spread and OAS review 2 Questions
Chapter 12: Forward rates
88 Forward rates 8:41
89 Forward rate exercise, part 1 7:10
90 Forward rate exercise, part 2 9:18
91 Trading strategy using forward rates 10:57
92 QuizForward rates review 1 Questions
Chapter 13: Credit analysis
93 Credit risk 8:01
94 Credit analysis 17:03
95 Navigating Clear Channel’s bond agreement 8:54

96 QuizCredit analysis review 2 Questions

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