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EQUITY

Equity analyis curriculum

Equity analysis I - basic concepts and calculations:

Debt vs. equity, corporate structuring, basic equity ratios - e.g. P/E, EPS

Equity analysis II - theoretical valuation and investment techniques:

Dividend Growth Model, Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), Modern Portfolio Theory (MPT)

Equity analysis III - practical valuation techniques:

Asset-based approaches, Cash-flow/earnings based approaches, Economic Value Added (rm), Firm Valuation

Equity products curriculum

Equity products I - options and futures:

Equity options & warrants, Low exercise price options (LEPOs), Stock index futures, differential futures, synthesising portfolios

Equity products II - convertible bonds:

Principles of CBs, typical CB structures, valuation, investor/issuer rationales, balance sheet effects, arbitrage

Equity products III - structured equity products:

Bond-based products, Equity baskets, PERCs and similar structures, OPALS(tm) and WEBs

Equity portfolio management - use of derivatives:

FIXED INCOME

Fixed income products curriculum

Fixed income products I :

Basic bond structure, money market instruments, callable/puttable bonds, sinking/purchase fund, high yield structures, Brady bonds

Fixed income products II - asset-backed securities:

Forms of asset backing, rationale, CBOs and CLOs, basics of mortgage-backed securitisation, valuation, securities backed with other assets

Fixed income analytics curriculum

Fixed income analytics I - yield:

Time value of money, internal rate of return and yield to maturity, compounding, applications

Fixed income analytics II - the yield curve:

Theories of term structure, constructing and using the zero curve, interpolation techniques, forward curves and their application

Fixed income analytics III - interest rate risk:

Macaulay and modified duration, convexity and dispersion, BPV, dollar duration

Fixed income analytics IV - FRNs:

FRN valuation, neutral price, FRN durations, FRN variants, FRCMOs, Inverse FRNs

Fixed income analytics V - advanced bond valuation:

Valuation of Brady bonds, corporate bond valuation, index-linked securities, option-adjusted spread analysis

Interest rate futures curriculum

Interest rate futures I - money market futures:

Forward pricing of interest rates, contract specifications and pricing, forward rate agreements, hedging and arbitrage, etc.

Interest rate futures II - bond futures:

Forward bond pricing, contract specifications, Cheapest-to-deliver bond, hedging and futures equivalents, Delivery options, Basis etc.

Fixed income portfolio management curriculum

Fixed income portfolio management I - general principles:

Switches and techniques, asset selection, horizon analysis

Fixed income portfolio management II - analytics:

Portfolio dedication, immunisation, asset/liability management, risk analysis

Fixed income portfolio management III - using derivatives:

Options uses, futures - hedging and replicating, swaps uses

FOREIGN EXCHANGE

Foreign exchange I - Introduction:

FX market overview, spot quotations, forward FX calculations and quotations, FX economics and valuation

Foreign Exchange II - risks and exposures:

Identification and classification, corporate risk management, FX options and uses

[此贴子已经被作者于2006-9-16 0:43:33编辑过]