Curso de Bond Portfolio and Interest-Rate Risk Management
Stephen Schaefer. The focus of this one-week course is the analysis of fixed income instruments and the management of bond portfolios. Among the topics covered are the term structure of interest rates, the management of interest-rate risk, including the use of multi-factor models, the management of currency risk, the no-arbitrage approach to the term structure and recent developments in the analysis of credit risk.
Objectives: To provide participants with the tools to analyze the most important types of fixed-income instruments and to address the major issues that arise in managing both domestic and international bond portfolios.
risk managers, fixed income traders, sector consultants,..