The world’s bond market is estimated to be valued at around 120 trillion dollars; it plays a key role in helping both governments and businesses raise capital and is an essential part of most investment portfolios. This course delves into the intricate world of bond markets, offering a thorough exploration of bond market dynamics, providing participants with essential insights into market evaluation, risk management, and investment strategies. This program completely demystifies fixed income analysis and gives a clear window to the inside.

Through interactive sessions, learners will grasp key concepts such as bond pricing, yield curves, fixed-income securities, convexity, modified duration and forward curves. Additionally, participants will gain practical skills in portfolio management and financial analysis tailored specifically to bond markets for people working in the financial, insurance, and accounting industries.

The program covers: simple and compound interest, compounding frequencies, future value;  pricing of both zero-coupon and coupon-paying bonds, as well as examining the relationship between bond prices and bond yields; interest rate risk via the concept of duration, the factors affecting duration, and how to use duration to predict the price changes of a bond or hedge bond portfolios; convexity and how it helps address the weaknesses inherent in duration, examine the factors affecting convexity, and use both duration and convexity together to better predict bond prices.

Participants taking this course will be able to analyse and assess potential business prospects in local and global bond market, while also comprehending fundamental principles of marketing and sales relevant to bond markets, including client relationship management.