Insight Series: Bond Pricing
Insight series: bond pricing
Develop the mathematical skills you need to understand the pricing of fixed and floating rate securities.
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Program Outline
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Program Summary
| TITLE: | Bond Pricing |
| CE: | 3hrs |
| FEE: |
Member - $478.50 including GST Non Member - $594.00 including GST |
| Sydney Feb 14, 2012 |
9:00am - 12:00pm |
|
About the Speaker
Alex Palfi, Principal, Tykoh Group Pty Ltd
Alex Palfi is a Principal of Tykoh Group Pty Ltd – an Australian based training provider specialising in tailored one and two day workshops on technical finance and business topics.
Prior to setting up Tykoh Alex was a Division Director at Macquarie Group in Sydney. In that role he developed a range of finance workshops and presented those in Australia and at other international locations. Those workshops focused on financial modelling, valuation, derivatives, credit risk and Visual Basic programming.
In earlier roles Alex worked for a number of financial services organisations as a financial software developer and lectured at Technical Institutes in New Zealand in programming and electrical engineering. Alex’s university qualifications are in engineering. He obtained Masters and Bachelors degrees in Electrical Engineering from the University of Canterbury in New Zealand.
About this program
The Financial Mathematics series of three-hour workshops help you understand relevant mathematical concepts by working through practical examples of each concept to reinforce the theory. Attend the Bond Pricing workshop to gain an understanding of the maths used in the pricing of fixed and floating rate securities – including the concepts of duration and convexity.
The program is designed for anyone involved in the pricing and handling of security transactions, such as debt market capital participants, settlements and middle office staff. Take a look at the Program Brochure (link to asset) for more information on the level of required knowledge for this workshop.
What will you learn?
With a heavy emphasis on worked examples, you will learn how to:
- Price an annuity;
- Price a fixed rate bond;
- Price a floating rate note; and
- Price a repo transaction.
Testimonials
Breaking down the formulas allowed a better understanding of their workings and thus price movements in the market.
Very thorough discussion of the various conventions between Oz, US and Europe.
I really enjoyed all aspects of this workshop.
Another great course!