Key information needed for pricing a bond - FMI

Fixed income analytics

Review

DCF review – PDF

Bond pricing

Key information needed for pricing a bond

Size and timings of cash flows

Accrued interest

Discounting using partial periods

Pricing a treasury bond in Excel

Corporate bonds issues

Cashflows, discounting and quotation

Pricing a corporate bond in Excel

Bond pricing case study quiz

Duration, risk and hedging

Introduction to duration

Duration for a single cash flow

Duration for a bond

Modified duration

Duration for a treasury bond

Duration for a corporate bond

Risk and modified duration

Risk for a corporate bond

DV01 neutral hedge

Risk hedge ratio

Duration and hedging case study quiz

Additional resources and quiz

Fixed income analytics quiz

Bloombergs – PDF

Simple bond pricing – Excel

Simple bond duration and risk – Excel

Treasury pricing – Excel

Corporate pricing – Excel

Case study pricing solution – Excel

Treasury 2022 – Excel

Treasury duration and risk – Excel

Corporate duration and risk – Excel

Hedging example – Excel

Case study duration solution – Excel

Fixed income analytics course survey

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