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Interest Rate Mechanics

Embark on a comprehensive journey through Interest Rate Mathematics with this dynamic eLearning course, meticulously designed for finance professionals and enthusiasts seeking mastery in financial calculations and strategies.

Overview

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Course Modules

  • Present Value and Future Value
  • Discounting
  • Nominal and Effective Rates of Interest
  • Internal Rate of Return (IRR)
  • Annuities and Perpetuities 
  • Bond Pricing Basics
  • Yield to Maturity (YTM)
  • Z-Spreads
  • Bootstrapping a Zero-Coupon Curve
  • Discount Factors
  • Yield Curves
  • Forward Interest Rates
  • Clean and Dirty Prices
  • Day Count and Accrued Interest Calculations
  • Bond Sensitivities to Interest Rates
  • Macaulay Duration
  • Modified Duration and PV01
  • Duration-Weighted Hedging
  • Convexity
  • Bond Portfolios Sensitivities
  • FRN Calculations
  • Interest Rate Swap Valuation
  • Bond Portfolios Strategies and Immunization

LSF Experts

Our instructors are highly qualified professionals with extensive experience. Each course is carefully designed to cover essential topics, offering in-depth content that supports learners at all levels. Students gain both theoretical insights and practical skills through our rigorous approach.
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