Financial Markets

  1. Bond Valuation and Risk Analysis
    1. Yield Measures
      1. Current Yield
        1. Yield to Maturity
          1. Yield to Call
            1. Yield to Worst
              1. Tax-Equivalent Yield
              2. Term Structure of Interest Rates
                1. Yield Curve Construction
                  1. Spot Rates vs. Forward Rates
                    1. Yield Curve Theories
                      1. Pure Expectations Theory
                        1. Liquidity Preference Theory
                          1. Market Segmentation Theory
                        2. Interest Rate Risk
                          1. Duration Analysis
                            1. Macaulay Duration
                              1. Modified Duration
                                1. Effective Duration
                                2. Convexity Analysis
                                  1. Positive Convexity
                                    1. Negative Convexity
                                      1. Convexity Adjustments
                                      2. Key Rate Duration
                                        1. Yield Curve Risk
                                          1. Portfolio Risk Management
                                        2. Credit Risk Analysis
                                          1. Credit Rating Process
                                            1. Rating Agencies
                                              1. Rating Categories
                                                1. Rating Migration
                                                2. Credit Spread Analysis
                                                  1. Spread Components
                                                    1. Spread Duration
                                                    2. Default Risk Measures
                                                      1. Probability of Default
                                                        1. Loss Given Default
                                                          1. Expected Loss

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                                                      9. Fixed Income Markets

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                                                      11. Foreign Exchange Markets