Fixed Income Portfolio Management
Learn how to construct and manage fixed income portfolios using the latest tools and techniques.
CPE Credits: 7
This course is a component of the Portfolio Management Professional Certificate.
Prerequisite knowledge:
- Intermediate MS Excel skills
- Basic probablility and statistics
- Familiarity with fixed income instruments and concepts (e.g. forward rates, duration, convexity, etc.)
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To make it even easier to learn, you can finance your program through Affirm.
Loans offered through Affirm are available in the U.S. and Canada.
Module 1: Review of Fixed Income Concepts
- Fixed income arithmetic
- Fixed income instruments
- Term structures of rates and yields
- How are bonds traded?
- Fixed income risk: Duration and Convexity
- Corporate bonds: Credit risk
Module 2: Passive Fixed Income Portfolio Management
- Fixed income indexes
- Index funds and replication techniques
- Tracking error minimization
- Cash flow matching
- Immunization techniques
Module 3: Active Fixed Income Portfolio Management
- Rate prediction strategies
- Yield curve strategies
- Interest rate scenario analysis
- Credit strategies
- Tactical allocation strategies
- Relative value strategies