CFA® Level II Fixed Income
Includes:
1) CFA Study Notes (45 pages)
2) Lesson Videos (5 videos, 3 hours)
3) Quick Teaching Clips (16 clips, 2 to 10 minutes)
4) Practice Questions (3 Item Sets)
Canadian Dollar Pricing: $79 (+tax)
Often CFA exam candidates are overwhelmed by the fixed income material. Our fixed income study materials will help you build confidence regarding the term structure, spot rate and forward rate issues, valuing bonds with embedded options, Z-spread, OAS and duration concepts, credit analysis models and credit default swaps.
This course cracks the exam code by showing you how to:
Use an interest rate tree to value option free bonds, callable bonds and putable bonds.
Analyse riding the yield curve active bond management strategies.
Quickly adjust from par rates to spot rates to forward rates.
Recognize scenarios where CDS strategies are appropriate.
Value capped and floored floating rate bonds.
Recognize scenarios when to apply the Z-spread and the OAS.
There are 8 sections included in this course:
Prof. Gordon's Welcome Message
Level II Fixed Income Welcome
Study Notes - Study Session 12
Study Notes - Study Session 13
Fixed Income Introduction
The Term Structure and Interest Rate Dynamics Intro
Term Structure and Interest Rate Dynamics Lesson
Quick Teaching Video Clips Introduction
Bootstrapping Spot Rates
Spot Rates and Forward Rates Basics
Spots and Forwards 1
Spots and Forwards 2
Spot and Forward Rate Examples
Spot and Forward Rate Examples Solutions
Swap Spread and Z Spread 1
Swap Spread and Z Spread 2
Arbitrage Free Valuation Framework Intro
The Arbitrage-Free Valuation Framework Lesson
Quick Teaching Video Clips Intro
Arbitrage Free Valuation
Valuing a Risk Free Bond
Pathwise Valuation
Valuation of Bonds with Embedded Options Intro
Valuation and Analysis of Bonds with Embedded Options Lesson
Quick Teaching Video Clips Intro
Z Spread and OAS
Callable and Putable Bonds
Valuing a Callable Bond with an Interest Rate Tree
Factors Affecting OAS
Reading 34 EOC Question 14
Reading 34 EOC Question 15
Credit Analysis Models Intro
Credit Analysis Models Lesson
Quick Teaching Video Clips Intro
Credit Model Example 1
Credit Model Example 2
Credit Default Swaps Intro
Credit Default Swaps Lesson
Quick Teaching Video Clips Intro
CDS Basics
Practice Questions Intro
Bond Valuation Quiz
Duration/Yield Curve Theories
Bonds With Embedded Options