The course aims, through the intensive use of the financial info-provider Bloomberg, to deepen the knowledge of the techniques of operation on the bond market by analyzing the structure of the European bond market according to the criteria of liquidity and risk and the recent developments relating to the new issuers. Subsequently, the topics of the mathematics of bonds, the pricing of the main types of securities and the related risk measures will be addressed. The elements of the securities are analyzed in detail by examining different issuing regulations and the markets in which they are listed. The calculation of credit spread measures for the main types of securities will therefore be analyzed in detail, then passing to the "relative value analysis" through the examination of operational cases. Finally, the use of credit default swaps will be analyzed with a view to comparing credit spread measures.
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