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.
Requirements
Knowledge of the english language.
Basic math knowledge (a calculator is recommended for some of the lectures).
Description
The Capital Markets 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 a foundational knowledge of the industry's basic products and services, and how each function.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. More about this course and StarweaverThis course is led by a seasoned capital markets industry practitioner and executive with many years of hands-on, in-the-trenches financial markets sales, trading and analysis work. It has been designed, produced and delivered by Starweaver. Starweaver is one of the most highly regarded, well-established training providers in the world, providing training courses to many of the leading financial institutions and technology companies, including:Ahli United Bank; Mashreqbank; American Express; ANZ Bank; ATT; Banco Votorantim; Bank of America; Bank of America Global Markets; Bank of America Private Bank; Barclay Bank; BMO Financial Group; BMO Financial Services; BNP Paribas; Boeing; Cigna; Citibank; Cognizant; Commerzbank; Credit Lyonnais/Calyon; Electrosonic; Farm Credit Administration; Fifth Third Bank; GENPACT; GEP Software; GLG Group; Hartford; HCL; HCL; Helaba; HSBC; HSBC Corporate Bank; HSBC India; HSBC Private Bank; Legal & General; National Australia Bank; Nomura Securities; PNC Financial Services Group; Quintiles; RAK Bank; Regions Bank; Royal Bank of Canada; Royal Bank of Scotland; Santander Corporate Bank; Tata Consultancy Services; Union Bank; ValueMomentum; Wells Fargo; Wells Fargo India Solutions; Westpac Corporate Bank; Wipro; and, many others.Starweaver has and continues to deliver 1000s of live in-person and online education for organizational training programs for new hires and induction, as well as mid-career and senior-level immersion and leadership courses.If you are looking for live streaming education or want to understand what courses might be best for you in technology or business, just google:starweaver journey builder starweaver[dot]comHappy learning.
Overview
Section 1: Capital Markets Road Map
Lecture 1 Major Market Segments and Types of Instruments
Lecture 2 Economic Functions of Capital Markets
Lecture 3 Securities Markets and Important Market Participants
Lecture 4 Commercial Banking and Investment Banking
Lecture 5 Primary and Secondary Markets
Lecture 6 Primary Market Offerings
Lecture 7 Roles of Financial Intermediaries
Lecture 8 Comparing Securities to Derivatives
Lecture 9 Introduction to Fixed Income Securities
Lecture 10 Fixed Income Securities: Sources of Return and Types of Risk
Lecture 11 Government and Government Agency Securities
Lecture 12 Corporate Securities and Structured Securities
Lecture 13 Bond Pricing and Valuation
Lecture 14 Yield Curves, Credit Markets and the Business Cycle
Lecture 15 Yield Curves, Monetary Policy and the Real Economy
Lecture 16 Introduction to Equity Securities
Lecture 17 Investment Characteristics and Valuation of Equity Securities
Lecture 18 Valuation of Equities Using Earnings Multiples (P/E Ratios)
Lecture 19 Currency Markets and Factors Affecting Exchange Rates
Lecture 20 Types of Derivative Contracts and Economic Exposures
Lecture 21 The Real Meaning of "Derivatives" and Their Use in Managing Risk
Section 2: Fundamental Financial Math
Lecture 22 Interest Rates and Yields
Lecture 23 Interest Rates and Rates of Return
Lecture 24 Interest Rate Conventions and Time Value of Money Part 1
Lecture 25 Interest Rate Conventions and Time Value of Money Part 2
Lecture 26 Compound Interest
Lecture 27 Time Value of Money and Bond Pricing
Lecture 28 Pricing Zero Coupon Bonds
Lecture 29 Pricing Coupon Bonds
Lecture 30 Bond Pricing Versus Bond Valuation
Lecture 31 Pricing Discount Securities
Lecture 32 Discount Rates Versus Bond Equivalent Yield
Lecture 33 Bond Yields
Lecture 34 Yield to Maturity
Lecture 35 Yield to Maturity Versus Rate of Return
Lecture 36 Yield to Maturity as an Expression of Current Value
Section 3: Yield Curve Dynamics
Lecture 37 Introduction to Yield Curves
Lecture 38 Types of Yield Curves and Yield Curve Spreads
Lecture 39 Introduction to Duration
Lecture 40 Types of Duration
Lecture 41 Modified Duration
Lecture 42 Duration Illustration
Lecture 43 Duration of Callable Bonds
Lecture 44 Yield Curve Shapes and the Level of Interest Rates
Lecture 45 Yield Curve Theories
Lecture 46 Yield Curves and the Business Cycle
Lecture 47 Spot Rates and Spot Rate Curves
Lecture 48 Calculation of Spot Rates
Lecture 49 Bond Valuation and Rich/Cheap Analysis
Lecture 50 Treasury Strips and the Strip Rate Curve
Lecture 51 Forward Rates
Lecture 52 Calculating Forward Rates
Lecture 53 Forward Rate Applications
Lecture 54 Total Return Analysis
Lecture 55 Total Return Analysis Illustration
Section 4: Fixed Income Securities
Lecture 56 Introduction to Fixed Income Securities and Markets
Lecture 57 The Primary Market: Issuing Bonds to Borrow Funds
Lecture 58 Similarity of Bonds to Loans & Bond Valuation Issues
Lecture 59 Bond Contact Features
Lecture 60 Bond Coupons, Accrued Interest and Bond Pricing Conventions
Lecture 61 Day Count Conventions & Bond Retirement
Lecture 62 Types of Risk
Lecture 63 Sources of Return & Bond Yields
Lecture 64 Bond Yields, Yield to Maturity and Rate of Return
Lecture 65 Yield Curves
Lecture 66 Yield Curves & Government Securities
Lecture 67 Government Bonds & US Treasury Securities
Lecture 68 Corporate Fixed Income Securities
Lecture 69 Credit Risk of Corporate Securities & Trust Indentures
Lecture 70 Secured and Unsecured Bonds
Lecture 71 Convertible Securities
Lecture 72 Preferred Stocks & Introduction to Structured Securities
Lecture 73 Asset Securitization & Introduction to Mortgage Backed Securities
Lecture 74 Mortgage Backed Securities
Lecture 75 CMOs & Introduction to Asset Backed Securities
Lecture 76 Credit Card and Auto Loan Asset Backed Securities
Lecture 77 Collateralized Debt Obligations
Lecture 78 CDOs and Money Market Instruments
Lecture 79 Agency Securities & Regional/Local Government Debt Securities
Section 5: Equity Products
Lecture 80 Types of Products/Shares
Lecture 81 Buying Shares & Equities
Lecture 82 Tesco Example
Lecture 83 Types of Shares and Exchanges
Lecture 84 Depository Receipts
Lecture 85 Types of Investors, Diversification and Volatility
Lecture 86 Types of Indices Part I
Lecture 87 Types of Indices Part II
Lecture 88 Tracking Funds
Lecture 89 Exchange Traded Funds (ETF's)
Lecture 90 Introduction to Derivatives
Lecture 91 Forward Contracts
Lecture 92 Futures
Lecture 93 Equity Swaps
Lecture 94 Options
Lecture 95 Structured Products (Warrants, Certificates and Notes)
Section 6: Futures & Options
Lecture 96 Types of Derivative Contracts and Their Characteristics
Lecture 97 Derivatives Compared to Securities
Lecture 98 Derivatives Defined
Lecture 99 Futures Terminology and Contract Features
Lecture 100 Physical Delivery to Close a Futures Position
Lecture 101 Cash Settlement, OTC Derivatives
Lecture 102 Futures Clearinghouse and Third Party Contracts
Lecture 103 Futures Margins and Futures Contracts
Lecture 104 Clearinghouse and Futures Trades
Lecture 105 Comparing Futures Versus Underlying Positions
Lecture 106 Futures Positon Cash Flows and Hedging with Futures
Lecture 107 Futures Positions: Risk and the Cost Taking Position
Lecture 108 Cost of Carry/Carrying Charges
Lecture 109 Cost of Carry Pricing and The Forward Pricing Curve
Lecture 110 Option Fundamentals: Contract Features and Terminology
Lecture 111 Option Contract Example: Long Call Positions
Lecture 112 Option Pricing Basics
Lecture 113 Time Value, Instrinsic Value and Moniness
Lecture 114 Short Option Positions
Lecture 115 Investment Characteristic of Options
Lecture 116 Overview of Long Put, Short Call and Short Put Positions
Lecture 117 Option Pricing and Sensitivities (Option "Greeks")
Lecture 118 Option Deltas
Lecture 119 Delta Hedging
Lecture 120 Delta Neutral Hedging Example
Lecture 121 Black-Scholes and Option Volatility (Vega)
Lecture 122 Implied Volatility and Volatility Trading
Section 7: Interest Rate Swaps
Lecture 123 Introduction of Swaps
Lecture 124 Interest Rate Swap Basics
Lecture 125 Interest Rate Swap Contract Features
Lecture 126 Fixed for Floating Interest Rate Swaps
Lecture 127 Periodic Settlement Payments on Interest Rate Swaps
Lecture 128 Hedging Cash Flow Uncertainty with Interest Rate Swaps
Lecture 129 Net Interest Cost of a Synthetic Fixed Coupon Bond
Lecture 130 OTC Clearinghouses
Lecture 131 Cleared Swaps Versus OTC Swaps Ex-Clearinghouse
Lecture 132 Functioning of OTC Clearinghouses
Lecture 133 Terminating a Swap Before Maturity
Lecture 134 Interest Rate Swap Pricing
Lecture 135 Pricing Fixed for Floating Interest Rate Swaps
Lecture 136 Valuing Swaps, Hedging Cash Flow Uncertainty
Lecture 137 Managing the Cash Flow Risk of Fixed and Floating Rate Assets
Lecture 138 Basis Swaps (Fixed Versus Floating Swaps)
Lecture 139 Capital Market Equivalents for the Fixed and Floating Rate Payers
Lecture 140 Value Hedging, Asset Swaps
Lecture 141 Variations in the Structure of Interest Rate Swaps
Lecture 142 Structuring and Pricing Basis Swaps
Section 8: Quizzes and Tests
Lecture 143 Your quizzes will appear here
Section 9: Closing Remarks
Lecture 144 Take-aways
Analysts and associates in commercial, corporate and investment banking.,Relationship managers (0-5 years) in commercial, corporate and investment banking.

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