Capital Market Immersion

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What you'll learn

• You'll be able to apply all the concepts of financial math, including NPV, IRR, PV, FV, to real business problems.
• You'll learn how to describe the players, products, markets and applications of capital markets instruments.
• You'll be able to interpret the meaning of yield curves and how financial markets and instruments drive pricing.
• You'll be able to explain the full range of fixed income instruments, their issuers and investors, and the ways these instruments are structured.
• You'll be able to detail equity markets products, players and market dynamics.
• You'll be able to determine uses and applications of futures and options.

Description

The Capital Market Immersion program provides a solid and deep introduction to the global capital markets. This course is designed to deliver a comprehensive, deep-dive into the functions and roles played by modern financial institutions and their key lines of business. The program is intended for professionals (or those about to enter the business) with foundational knowledge of the industry’s basic products and service, and how each functions.

The program's framework consists of lectures covering 7 separate topics:

1. The Capital Markets Road Map – Highlights the primary participants, issuers, investors, intermediaries in capital markets, what they trade there, and the applications to which market participants make use of the instruments and the roles they play.

2. Fundamental Financial Math – Introduces you to a wide variety of calculations and related concepts that are used by financial market participants in a plethora of applications – calculating prices, rates of return, and yields for example.

3. Yield Curve Dynamics – Covers a variety of issues relating to yield curves, their construction, and their use in a variety of analytical applications to assess risk and return.

4. Fixed Income Securities – Introduces you to the market for fixed income securities, provides you with a lot of details on the characteristics of fixed income securities in general, as well as discuss specific characteristics of specific sectors of the fixed income market – insurers, investors, and a wide variety of concepts relating to the analysis and validation of those securities.

5. Equity Products – Introduces equities by providing an overview of the types of products, including both direct and indirect products; and demonstrating types of shares and exchanges, investors, diversification and volatility.

6. Futures & Options – Introduces derivatives in general, to demonstrate the common features of derivatives and how they differ from other sorts of financial instruments. Futures and options contracts' key characteristics will be identified, and contract features, pricing, applications, risk management, and hedging will be discussed.

7. Interest Rate Swaps – A look at interest rate swaps in detail. First, swaps in general are introduced, then the structure of the most common type of interest rate swap – the fixed or floating interest rate swap – will be addressed. A variety of different structures, pricing and valuation, and applications – both risk management and speculative – will be discussed.

In all, there are 142 total lectures (video clips) and over 24 hours of total view-able content. This program also includes supplemental PDFs as downloadable attachments that you can use to follow along with each lecture's instructor.

Who this course is for:

• Analysts and associates in commercial, corporate and investment banking.
• Relationship managers (0-5 years) in commercial, corporate and investment banking.

Course content
7 sections • 142 lectures • 24h 21m total length

• Capital Markets Road Map
• Fundamental Financial Math
• Yield Curve Dynamics
• Fixed Income Securities
• Equity Products
• Futures 8i Options
• Interest Rate Swaps

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