- CFA Level 2: Fixed Income Part 1 – Introduction
- Principles of Credit Analysis
- High Yield Corporate Debt (aka Junk bonds)
- Analyzing Credit of Asset Backed Securities
- Analyzing Credit of Municipal Bonds
- Sovereign Debt
- Three Shapes of the Yield Curve
- Parallel and Non-parallel Shifts in Yield Curve
- Factors Driving Treasury Investment Returns and Bond Price Risk
- Yield Curve Construction with Treasuries
- LIBOR Swap Rate Curve
- Theories of the Term Structure of Interest Rates
- Key Rate Duration
- How to Calculate Interest Rate Volatility?
- Benchmark Yield Spreads
- Valuing an Option Embedded Bond using Binomial Interest Rate Tree
- How to Price Convertible Bonds?
Three Shapes of the Yield Curve
- Term Structure of Interest Rates: The term structure of interest rates is the relationship between the spot rate of U.S. Treasury securities and their time until maturing.
- Yield Curve: The relationship between U.S. Treasury yields and time to maturity.
Three Shapes of the Yield Curve
Positive Slope: Short term bonds have lower yields than long term bonds. Because a longer borrowing time frame entails greater uncertainly, a positively sloped yield curve is considered "normal."
Flat: Yields across the spectrum, primarily from two year to thirty year are all about the same.
Inverted (negative slope): Longer term bonds have lower yields than short term bonds. This scenario is associated with anticipation of dropping interest rates in expectation of a recession.
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