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Fixed Income Markets and Bond Portfolio Management

Programme details

Fixed income markets have developed at a dramatic pace in recent years. More than ever before, finance professionals require a thorough understanding of fixed income securities, and of their increasingly complex derivatives, in order to be successful.

Led by Professor Stephen Schaefer, you will study a variety of fixed income instruments including government bonds, swaps, bonds subject to default, interest rate derivatives and credit derivatives. Importantly you will develop an understanding of how to value these instruments, and the role they play in the construction of portfolios and managing risk. You will also explore the associated portfolio management issues with particular emphasis on risk management.

You will benefit from the latest academic research combined with industry insights from guest speakers.  

Key topics:

• Fixed income instruments and their features
• Instrument valuation and risk assessment
• Managing interest rate risk in a portfolio
• Valuation of bonds, default swaps and collateralised bond obligations
• Application of available techniques for assessing default risk and relative value in credit risky instruments

Programme dates

The Investment Management Programmes are held on Tuesday evenings and run over 10 consecutive weeks. Teaching takes place at London Business School's Regent's Park campus from 6.45 to 9.30pm, with dinner served before lectures. 

The programmes can be taken individually or in any combination to suit your needs. Upcoming programme dates include:

• Equity Portfolio Management:
  01 October - 03 December 2013
• Fixed Income Markets and Bond Portfolio Management
  January - March 2014 (Date TBC) 
• Derivatives: Markets and Models:
  April - June 2014 (Date TBC)

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