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E-Learning > Courses > Course Details
Convexity and Basic Point Value
Objectives
Introduction
Definition of Convexity
Convexity Calculation
Convexity and Yield
Convexity, Maturity, Coupon and Price Change
Convexity of a Portfolio
Positive and Negative Convexity
Convexity and Basic Point Value
Objectives
Introduction
Calculation of Basis Point Value for On-Balance Sheet Items
Calculation of Basis Point Value for Off-Balance Sheet Items
Basis Point Value of a Portfolio
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| CPE : 1.5 |
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| Fee : |
| Members |
S$ 70.00 |
| Non-members |
S$ 140.00 |
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