Fixed Income Analysis and Valuation

Économisez 60 € et développez vos compétences avec Coursera Plus. Bénéficiez de 40 % de réduction pendant 3 mois.

Ce cours n'est pas disponible en Français (France)

Nous sommes actuellement en train de le traduire dans plus de langues.

Fixed Income Analysis and Valuation

Instructeur : EDUCBA

Inclus avec En savoir plus

8 modules

Obtenez un aperçu d'un sujet et apprenez les principes fondamentaux.

2 semaines à compléter

à 10 heures par semaine

Planning flexible

Apprenez à votre propre rythme

8 modules

Obtenez un aperçu d'un sujet et apprenez les principes fondamentaux.

2 semaines à compléter

à 10 heures par semaine

Planning flexible

Apprenez à votre propre rythme

Ce que vous apprendrez

Analyze bond valuation, yield curves, interest rate models, and fixed income securities.
Evaluate duration, convexity, credit risk, and spread measures for portfolio management.
Assess structured finance products and manage interest rate and credit risk exposures.

Compétences que vous acquerrez

Catégorie : Securities (Finance)
Catégorie : Portfolio Management
Catégorie : Risk Modeling
Catégorie : Portfolio Risk
Catégorie : Financial Modeling
Catégorie : Income Statement
Catégorie : Investments
Catégorie : Credit Risk
Catégorie : Corporate Finance
Catégorie : Capital Markets
Catégorie : Investment Management
Catégorie : Financial Analysis
Catégorie : Financial Services
Catégorie : Entrepreneurial Finance
Catégorie : Derivatives
Catégorie : Finance
Catégorie : General Finance
Catégorie : Financial Market
Catégorie : Risk Analysis
Catégorie : Market Liquidity

Détails à connaître

Certificat partageable

Ajouter à votre profil LinkedIn

Récemment mis à jour !

juillet 2026

Évaluations

40 devoirs

Enseigné en Anglais

Découvrez comment les employés des entreprises prestigieuses maîtrisent des compétences recherchées

En savoir plus sur Coursera pour les affaires

logos de Petrobras, TATA, Danone, Capgemini, P&G et L'Oreal

Il y a 8 modules dans ce cours

Master advanced fixed income analysis, bond valuation, yield curve modeling, and credit risk assessment. Develop job-ready skills used by investment analysts, portfolio managers, and finance professionals.

This course provides a comprehensive exploration of fixed income markets, covering interest rate dynamics, term structure theories, arbitrage-free valuation, embedded option securities, credit risk models, and structured finance products. Learners will examine spot and forward rates, interpret yield curve movements, apply modern interest rate models, and evaluate fixed income securities using industry-relevant methodologies. Through practical examples and analytical frameworks, participants will build expertise in duration, convexity, key rate risk, credit spread analysis, securitization, mortgage-backed securities, asset-backed securities, and collateralized debt obligations. By the end of the course, learners will be equipped to assess fixed income investments, manage interest rate and credit risk, and make informed portfolio management decisions in today's global financial markets.

Develop a strong foundation in fixed income markets by analyzing interest rates, spot rates, forward rates, yield measures, and bond valuation principles used in modern investment analysis.

Inclus

8 vidéos5 devoirs

8 vidéosTotal 60 minutes

Introduction to Fixed Income7 minutes
Spot Rate and Forward Rate6 minutes
Forward Rate and Forward Price10 minutes
Forward Rate and Forward Price Continues5 minutes
The Forward Rate Model7 minutes
The Forward Rate Model Continues10 minutes
Interpretation of Forward Rates7 minutes
Par Curve and Bootstrapping6 minutes

5 devoirsTotal 70 minutes

Introduction to Fixed Income and Interest Rates10 minutes
Forward Pricing Fundamentals10 minutes
Understanding the Forward Rate Model10 minutes
Interpreting Market Rates and Curves10 minutes
Foundations of Fixed Income Markets30 minutes

Examine yield curve behavior, benchmark rate structures, market spreads, and interest rate expectations to support fixed income valuation and investment decisions.

Inclus

8 vidéos5 devoirs

8 vidéosTotal 71 minutes

Yield To Maturity9 minutes
Yield To Maturity Continues6 minutes
Yield Curve Movement11 minutes
Swap Rate Curves9 minutes
Why Market Participants Use Them8 minutes
Swap Spread and Z Spread12 minutes
TED Spread and Libor OIS Spread6 minutes
Traditional Theory - Expectations Theory11 minutes

5 devoirsTotal 70 minutes

Yield Measures and Applications10 minutes
Yield Curve Dynamics10 minutes
Market Uses of Curve Analysis10 minutes
Key Market Spread Indicators10 minutes
Yield Curves and Market Benchmarks30 minutes

Explore classical and modern theories of the term structure while applying yield curve factor models to understand interest rate dynamics and market behavior.

Inclus

8 vidéos5 devoirs

8 vidéosTotal 64 minutes

Traditional Theory - Liquidity Preference10 minutes
Segmented Market and Preferred Habitat3 minutes
Modern Term Structure Models10 minutes
The Vasicek Model8 minutes
Yield Curve Factor Models10 minutes
Yield Curve Factor Models Continues11 minutes
Working on Example7 minutes
Example of Steepness and Curvature5 minutes

5 devoirsTotal 70 minutes

Classical Explanations of Yield Curves10 minutes
Modern Interest Rate Modeling10 minutes
Yield Curve Factor Analysis10 minutes
Practical Yield Curve Applications10 minutes
Theories and Models of Term Structure30 minutes

Apply arbitrage-free pricing principles, valuation trees, and simulation techniques to evaluate fixed income securities under various market conditions.

Inclus

8 vidéos5 devoirs

8 vidéosTotal 61 minutes

Meaning of Arbitrage Free Valuation7 minutes
Meaning of Arbitrage Free Valuation Continues10 minutes
Implications of Arbitrage Free Valuation4 minutes
Interest Rate Trees8 minutes
Arbitrage Free Valuation11 minutes
Constructing Binomial Interest Rate Tree6 minutes
Valuing Option Free Bond with Tree8 minutes
Monte Carlo Method8 minutes

5 devoirsTotal 70 minutes

Foundations of Arbitrage-Free Pricing10 minutes
Applications of Arbitrage-Free Valuation10 minutes
Building Valuation Trees10 minutes
Advanced Valuation Methods10 minutes
Arbitrage-Free Valuation Techniques30 minutes

Analyze callable, putable, and option-embedded bonds while evaluating the impact of volatility and optionality on fixed income valuation.

Inclus

8 vidéos5 devoirs

8 vidéosTotal 64 minutes

Bond with Embedded Options5 minutes
Extension and Conversion Option7 minutes
Valuation and Analysis of Callable8 minutes
Putable Bonds10 minutes
Value of Callable and Putable Bond10 minutes
Volatility8 minutes
Effect of Interest Rate Volatility9 minutes
Callable Bond and Call Option6 minutes

5 devoirsTotal 70 minutes

Introduction to Embedded Options10 minutes
Callable and Putable Bond Analysis10 minutes
Valuation of Callable and Putable Bonds10 minutes
Volatility and Option-Embedded Securities10 minutes
Bonds with Embedded Options30 minutes

Measure duration, convexity, spread risk, and key rate exposure while applying advanced valuation methods for complex fixed income securities.

Inclus

10 vidéos5 devoirs

10 vidéosTotal 85 minutes

Default Free Callable and Putable Bonds8 minutes
Value of Risky Callable and Putable Bonds10 minutes
Z Spread and OAS10 minutes
Duration of Bond6 minutes
Effective Duration10 minutes
Effective Convexity7 minutes
Effective Convexity Continues7 minutes
Valuation and Analysis of Capped Floater9 minutes
Floored Floating Rate Bonds10 minutes
Key Rate Duration9 minutes

5 devoirsTotal 70 minutes

Risky and Option-Adjusted Valuation10 minutes
Spread Analysis and Interest Rate Sensitivity10 minutes
Measuring Duration and Convexity10 minutes
Floating-Rate Securities and Key Rate Risk10 minutes
Advanced Fixed Income Risk and Valuation30 minutes

Assess credit risk using traditional and quantitative models while evaluating convertible bonds and credit spread structures.

Inclus

16 vidéos5 devoirs

16 vidéosTotal 141 minutes

Measures of Credit Risk12 minutes
Measures of Credit Risk Continues8 minutes
Traditional Credit Models10 minutes
Example of Credit Rating11 minutes
Structural Model7 minutes
Structural Model Continues8 minutes
Interpreting Structure Model CRM10 minutes
Example and Estimation7 minutes
Using Logistic Regression Model9 minutes
Reduced Form Models8 minutes
Term Structure of Credit Spreads12 minutes
Asset-Backed Securities7 minutes
Convertible Bond8 minutes
Analysis of Convertible Bond7 minutes
Valuation of Convertible Bond12 minutes
Risk Return Characteristics5 minutes

5 devoirsTotal 70 minutes

Measuring and Assessing Credit Risk10 minutes
Traditional and Structural Credit Models10 minutes
Advanced Credit Risk Modeling10 minutes
Credit Spreads and Convertible Bonds10 minutes
Credit Risk Analysis and Convertible Securities30 minutes

Investigate securitization processes, mortgage-backed securities, asset-backed securities, and structured finance products used in modern capital markets.

Inclus

21 vidéos5 devoirs

21 vidéosTotal 186 minutes

Introduction and Benefits to Secularization8 minutes
Costumer Loan6 minutes
Secularization Process9 minutes
Example of Secularization Process10 minutes
Key Role of SPV's7 minutes
Residential Mortgage Loans8 minutes
Residential Mortgage Loans Continues7 minutes
Residential Mortgage Backed Securities11 minutes
Measures of Pre Payment Rate6 minutes
Cash Flow Construction11 minutes
WAL Contraction Risk and Extension Risk12 minutes
Collateralized Mortgage Obligation11 minutes
Sequential Pay Structure with 4 Tranches10 minutes
Floating Rate Tranches6 minutes
Non-Agency MBS10 minutes
Commercial Mortgage Backed Securities11 minutes
Call Protection and Ballon Risk10 minutes
Non Mortgage Asset Backed Securities10 minutes
Credit Card Rece. Backed Securities6 minutes
Collaterized Debt Obligations6 minutes
Collaterized Debt Obligations Continues10 minutes

5 devoirsTotal 70 minutes

Introduction to Securitization10 minutes
Mortgage Markets and SPVs10 minutes
Mortgage-Backed Securities Structures10 minutes
Advanced Asset-Backed and Structured Products10 minutes
Securitization and Structured Finance30 minutes

Instructeur

EDUCBA

1 753 Cours442 359 apprenants

Offert par

EDUCBA

En savoir plus sur Finance

EDUCBA
Fixed Income and Bond Valuation Analysis
Cours
Statut : Essai gratuit
EDUCBA
Master Bond Valuation & Fixed Income Markets
Cours
Statut : Essai gratuit
EDUCBA
Fixed Income Portfolio Management Analysis
Cours
Statut : Essai gratuit
EDUCBA
Fixed Income Valuation and Interest Rates
Cours
Statut : Essai gratuit

Pour quelles raisons les étudiants sur Coursera nous choisissent-ils pour leur carrière ?

Felipe M.

Étudiant(e) depuis 2018

’Pouvoir suivre des cours à mon rythme à été une expérience extraordinaire. Je peux apprendre chaque fois que mon emploi du temps me le permet et en fonction de mon humeur.’

Jennifer J.

Étudiant(e) depuis 2020

’J'ai directement appliqué les concepts et les compétences que j'ai appris de mes cours à un nouveau projet passionnant au travail.’

Larry W.

Étudiant(e) depuis 2021

’Lorsque j'ai besoin de cours sur des sujets que mon université ne propose pas, Coursera est l'un des meilleurs endroits où se rendre.’

Chaitanya A.

’Apprendre, ce n'est pas seulement s'améliorer dans son travail : c'est bien plus que cela. Coursera me permet d'apprendre sans limites.’

Profitez de plus de 10 000 programmes grâce à notre offre spéciale pour la Fête du Travail
Abonnez-vous à Coursera Plus
Commencez par réaliser des économies simples pour vos équipes qui travaillent dur
Économisez 30 % dès aujourd'hui

Foire Aux Questions

To access course materials, assignments, and earn a Certificate, you'll need to purchase the Certificate experience when you enroll in a course. Eligible learners may also have the option to start with a Free Trial. Some courses may also offer a Full Course, No Certificate option. This lets you access course materials, submit required assessments, and receive a final grade, but you won't be able to earn or purchase a Certificate.

When you purchase a Certificate you get access to all course materials, including graded assignments. Upon completing the course, your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile.

Yes. In select learning programs, you can apply for financial aid or a scholarship if you can’t afford the enrollment fee. If fin aid or scholarship is available for your learning program selection, you’ll find a link to apply on the description page.