Course details
This comprehensive course will cover a variety of issues relating to yield curves, their construction, and their use in a variety of analytical applications to assess risk and return.
The course consists of 19 lectures among 5 sections, including topics within:
- Introduction to Yield Curves
- Duration and its Applications
- The Level of Rates and Shape of the Yield Curve
- Spot Rates and Forward Rates
- Total Return Analysis
