Securities Operations Forum
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Aug 9 for 1 day
New York City
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This seminar provides an in depth exposure to yield, pricing and interest rate calculations for major types of fixed income securities and derivatives.
The programmebegins with an introduction to such fundamental concepts as time value of money, interest/discount rates and compounding conventions upon which market conventions are based. The balance of the presentation will be devoted to exploring how these concepts are applied to the calculation of prices, yields, rates and accrued interest for: treasury, corporate and municipal bonds; mortgage backed securities, both pass through securities and collateralized mortgage obligations, including quantifying the prepayment speed/impact; fixed income futures contracts and their unique features such as conversion factors and index pricing.
 See below for more
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