March 4: Hands-on Finance Tutorial #4 - Fixed Income Fundamentals
Location: New York
Author:
Date: Thursday, March 4, 2004
Hands-on Finance - Introducing the fourth in a series of timely exercises on vital skills and techniques for the financial sector. Hands-on Finance features crucial concepts. It is designed to integrate theory with practical use. In this tutorial you will have the opportunity to practice Excel functions most commonly used in finance. The goal of this assignment is to develop intuition for basic fixed income analysis. Excel based fixed income techniques allow one to analyze bond portfolios and develop positioning and hedging strategies. The following basic techniques are covered: 1) Yield to price conversion; 2) Spread analysis; 3) Duration; 4) DV01 (value of one basis point); 5) Hedging bonds by offsetting the DV01; 6) Impact of curve “steepening”; 7) Convexity.
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