This course is intended for practitioners in the financial markets who already understand the Bond Market and would like to learn more about the bond formulae of both vanilla and non-vanilla bonds and want to understand the details of delta, duration and convexity from first principles. The course is very “hands on” in that all delegates will learn to use Excel (without VBA) to precisely price vanilla bonds, FRNs, CPI bonds and Repos. Furthermore, delegates will use excel to calculate delta and convexity of a bond and a portfolio of bonds. Thus, it is strongly recommended that delegates bring their own laptops.
Please note that laptops are encouraged but are not compulsory - delegates who don’t bring their own laptops will be able to follow along quite easily as all spreadsheets and data are provided on a DVD. Some of the key details that are discussed are:
Please refer to the agenda for more info.
Price: R11,500* + vat per person
*Please contact us for a firm price as we offer discounts for regular clients, long term contracts and large delegations. All prices below refer to on-site / in-house training (i.e. at your premises) in the major cities in South Africa. The minimum number of delegates is 8. This price is valid up to 2020/11/23.
Please contact us for a firm quote.
We also offer training outside of South Africa, again please contact us for a firm quote.