28-29 April 2016, Budapest, Danubius Grand Hotel Margitsziget.
The objective of the workshop is to provide participants a comprehensive overview of different fixed income securities, the characteristics of bonds, bond market conventions, and bond valuations. We will then explain methods for measuring interest-rate risk. We will present and explain concepts such as duration and convexity, and we will also demonstrate how interest-rate risk can be assessed at the portfolio level. After a brief review of yield curve analysis, we will explain and demonstrate how different views about the level and shape of the yield curve can be exploited. Finally, we will explain the role of futures and swaps in trading and hedging. Practical tips for hedging bond portfolios against interest-rate risk will be also be given.
Fee: 490 EUR
Group booking discounts: 2 delegates — 440 EUR per delegate; 3 or more delegates — 390 EUR per delegate.
