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Trang chủ └4. Khóa Fixed Income Markets của Wall Street (Chỉ tặng)
4. Khóa Fixed Income Markets của Wall Street (Chỉ tặng)

4. Khóa Fixed Income Markets của Wall Street (Chỉ tặng)

BONUS ĐẶC BIỆT cho học viên CFA Online: Khóa Fixed Income Markets từ Wall Street (Giá gốc $399)
Lưu ý: Khóa học không được bán riêng. Đây là khóa học chỉ dành tặng cho học viên đã và đang theo học tại Học CFA Online, hoặc được give away trong những dịp đặc biệt như sự kiện tri ân, phần thưởng học tập hay hoạt động cộng đồng.

Khi đăng ký học CFA tại Học CFA Online, bạn sẽ được tặng miễn phí khóa học Fixed Income Markets – chương trình chuyên sâu về thị trường trái phiếu và Debt Capital Markets của Wall Street với giá gốc $399.

Đây là khóa học được thiết kế theo tư duy thực chiến của Wall Street, giúp bạn hiểu cách thị trường trái phiếu vận hành trong thực tế.

Nội dung nổi bật của khóa học bao gồm:
- Tổng quan về Financial Markets & cấu trúc thị trường tài chính
- Intro to Bonds & Fixed Income Trading – cách giao dịch trái phiếu thực tế
- Vai trò của Central Bank & tác động đến lãi suất, yield curve
- Money Markets & Government Bonds
- Corporate Bonds & Credit analysis
- Mortgage-Backed Securities (MBS)
- ESG Investing, Green Bonds & Social Bonds
- Crash Course in Bonds and Debt
- Debt Capital Markets Primer
- Debt Capital Markets – How to Survive Day 1 (góc nhìn thực tế cho người mới vào ngành)

Giá trị bạn nhận được:
- Hiểu sâu bản chất Fixed Income
- Nâng cao lợi thế nếu bạn định hướng làm Treasury, DCM, Investment Banking hoặc Fixed Income Sales/Trading

👉 Giá gốc: $399
👉 Học viên CFA Online: Tặng 100% miễn phí

Đây là một trong những bonus giá trị nhất dành cho học viên tại Học CFA Online, giúp bạn vừa tối ưu chi phí, vừa tăng chiều sâu kiến thức và lợi thế nghề nghiệp.

Link thông tin khóa học CFA Level 1 Full: Level 1 FULL

Link thông tin khóa học CFA Level 2 Full: Level 2 FULL

Khóa học riêng
Vui lòng đăng nhập để liên hệ với người phụ trách
Người phụ trách IVA Education
Cập nhật Lần cuối 07/03/2026
Thành viên 1
Finance
  • 1. Intro to Financial Markets
    12Bài học ·
    • 1. Participants in the Financial Markets
    • 2. Role of the Buy Side and Sell Side
    • 3. Buy Side Investor Overivew
    • 4. Fixed Income Asset Managers
    • 5. Bloomberg Barclays Aggregate Index Agg
    • 6. Insurance Companies as Bond Investors
    • 7. Foreign Investors and Corporate Cash Treasuries
    • 8. Credit Ratings
    • 9. Fixed Income Cashflows
    • 10. Bonds versus Loans
    • 11. Fixed Income Investments versus Risk Factors
    • 12. Matching Investors to Investments
  • 2. Intro to Bonds & Fixed Income Trading
    18Bài học ·
    • 1. Where does Sales & Trading fit within an Investment Bank
    • 2. Cash versus Derivatives
    • 3. Overview of Rates & Credit Asset Classes
    • 4. Overview of MBS, ABS and Securitization
    • 5. Wall Street Trading Desk Overview
    • 6. Over-The-Counter OTC Trading
    • 7. Bid-Offer Directionality
    • 8. Using Derivatives as a Hedge - Part 1 Interest Rates
    • 9. Using Derivatives as a Hedge - Part 2 Credit and FX
    • 10. Bearer Securities
    • 11. Bond Coupons
    • 12. Bloomberg DES Screen
    • 13. Coupons versus Yields
    • 14. Exercise Review - Coupons versus Yields
    • 15. Bond Returns, Carry and Roll-Down (Slide)
    • 16. Example - Carry, Slide & Expected Return
    • 17. Introduction to Swaps, Spread to Swaps
    • FI_Intro to Bonds and Fixed Income Trading Exercises
  • 3. Economics & Role of Central Bank
    19Bài học ·
    • 1. Supply and Demand Dynamics
    • 2. Treasury Auctions
    • 3. WI Market, Book building
    • 4. Switch Trades
    • 5. Macroeconomics, Central Bank Goals
    • 6. Economic Indicators
    • 7. Inflation
    • 8. Fed Funds
    • 9. Repurchase Agreements (Repo)
    • 10. Repo and Fed Fund Rates are Linked
    • 11. Forward Rate Expectations
    • 12. Introduction to Yield Curves
    • 13. Yield Curves - Upward Sloping
    • 14. Yield Curves - Steepners and Flatteners
    • 15. Yield Curves Exercise
    • 16. Federal Reserve & Long Term Rates, Quantatitve Easing
    • 17. Fed Actions and Impact on Commercial Banks
    • 18. Risk Weighted Assets (RWA)
    • FI_Economics and Role of a Central Bank Exercises
  • 4. Money Markets
    10Bài học ·
    • 1. Overview of the Money Markets
    • 2. Money Market Bond Math - Discounts
    • 3. Exercise - Calculating Discounts
    • 4. Money Market Bond Math - Yields
    • 5. Money Market Yield
    • 6. Comparing Money Market and Bond Conventions
    • 7. Exercise - Comparing Money Market Investments
    • 8. LIBOR and Eurodollar Market
    • 9. Transition from LIBOR to SOFR
    • Money_Markets_Exercises
  • 5. Government Bonds
    10Bài học ·
    • 1. Introducing US Treasuries
    • 2. US Treasury Cashflows
    • 3. Tresury Strips and Present Value Calculations
    • 4. Accrued Interest
    • 5. US Treasury Pricing Convention
    • 6. Exercise - Calculating Accrued Interest & Clean Prices
    • 7. Yield, Yield to Maturity
    • 8. Exercise - Calculating Yield
    • 9. Duration
    • FI_Government Bonds Exercises
  • 6. Corporate Bonds
    22Bài học ·
    • 1. Corporate Bond Overview
    • 2. Overview of Credit Spreads
    • 3. Credit Spreads - T&G Spreads (to Governments)
    • 4. Credit Spreads - I & Z Spreads (to Swaps)
    • 5. Corporate Bond Yield to Price Exercise
    • 7. Trade Execution Process
    • 6. Corporate Bonds on Bloomberg, Trader Runs
    • 8. Markup & DV01
    • 9. New Issue Process
    • 10. Overview of Valuing Corporate Bonds
    • 11. Valuation - Secondary Curves, Part 1
    • 12. Valuation - Secondary Curves, Part 2, Debt Distribution
    • 13. Relative Value
    • 14. New Issue Premium
    • 15. Syndicate Pricing Sheet
    • 16. Credit Analysis and Ratings Drift
    • 17. Seniority and Recovery Rates
    • 18. Creditor Waterfalls
    • 19. Solutions to - Recovery Values Exercise
    • 20. High Yield Bonds
    • 21. Exercise Solution - Yield to Call
    • FI_Corporate Bonds Exercises
  • 7. Mortgage Backed Securities
    30Bài học ·
    • 1. Introduction
    • 2. Overivew of the Mortgage Backed Securities Market
    • 3. Introducing MBS Pass-Thrus
    • 4. Mortgage Cashflows
    • 5. Exercise - Calculating Mortgage Principal and Interest Payments
    • 6. Exercise Solution - Calculating Mortgage Principal and Interest Payments
    • 7. Variations of Mortgages - Fixed vs. Adjustible Rate
    • 8. Prepayments and Refinances of Mortages
    • 9. Exercise - Mortgages Prepayments
    • 10. Exercise Solution - Mortgages Prepayments
    • 11. CPR Prepayment Model
    • 12. PSA Prepayment Model
    • 13. Exercise Solution - PSA Prepayment Model
    • 14. Modified Duration Review
    • 15. Convexity
    • 16. Impact of Rate Changes on Prices
    • 17. Impact of Rate Changes on Duration
    • 18. Collateral Details of a Mortgage Pool
    • 19. Analyzing Collateral Metrics on Bloomberg
    • 20. MBS Yield Table - Interest Rates vs. Prepayments
    • 21. MBS Yield Sensitivities to Average Life
    • 22. Option Adjusted Spread (OAS)
    • 23. Option Adjusted Spread on Bloomberg
    • 24. Creation of MBS, TBA Market
    • 25. Analyzing TBAs on Bloomberg
    • 26. Mortgage Rate Locks and the Dollar Roll
    • 27. Exercise - Dollar Roll
    • 28. Exercise Solution - Dollar Roll
    • 29. REMICS and CMOs
    • FI_Mortgage Backed Securities Exercises
  • 8. ESG Investing, Green Bonds & Social Bonds
    32Bài học ·
    • 1-ESG-Course-Introduction
    • 2-ESG-Mutual-Funds
    • 3-Investor-Rationale-for-ESG
    • 4-ESG-Scoring
    • 5-ESG-Reporting
    • 6-ESG-Portfolio-Construction
    • 7-Green-Bond-Overview
    • 8-Degree-Pathways-and-the-Paris-Accord
    • 9-Impact-Investing-and-1st-Green-Bonds
    • 10-Initial-Challenges-to-the-Green-Bond-Mk
    • 11-First-Syndicated-Green-Bond
    • 12-Use-of-Proceeds
    • 13-Types-of-Green-Bonds
    • 14-Eligible-Assets
    • 15-Green-Bond-Certification
    • 16-Finding-Green-Bonds-on-Bloomberg
    • 17-Finding-Green-Bond-Documentation
    • 18-Green-Bond-Pricing
    • 19-Bloomberg-Green-Bond-Pricing-Process
    • 20-Green-Bond-Reference-Pricing
    • 21-Bloomberg-TDH-Trade-Data-History
    • 22-Peer-Issuer-for-Curve-Extension
    • 23-Fair-Value-of-Green-Bond
    • 24-International-Green-Bond-Markets
    • 25-Social-Bonds
    • 2021_Apple_ESG_Report
    • ESG-GreenSocialBonds-Slides
    • RBC_Green_Bond_Framework
    • RBC-Green-Bond-Report-2020
    • RBC-Sustainable-Bond-Framework-Second-Party-Opinion
    • Royal Bank of Canada FWP 202177 j77214fwp.htm
    • Green Bond Exercise
  • 9. Crash Course in Bonds and Debt
    88Bài học ·
    • 1. What is fixed income
    • 2. Size of the bond market
    • 3. Bond market geographic breakdown
    • 4. Basic bond terms
    • 5. Basic bond math
    • 6. Using Excel’s RATE() function
    • 7. Reinvestment assumption of YTM
    • 8. YTM vs. current vs. nominal yield
    • 9. Annuities
    • 10. Bond price as present value of a bond’s cash flows
    • 11. Simple bond price exercise
    • 12. More bond terms
    • 13. Bond issuance costs
    • 14. The price yield relationship
    • 15. Primary vs. secondary bond market
    • 16. The bid ask spread
    • 17. Coupon frequency and bond equivalent yield (BEY)
    • 18. BEY vs Effective annual yield (EAY)
    • 19. Converting from BEY to EAY
    • 20. Compounding conventions of 0-coupon bonds
    • 21. Money market yield
    • 22. Money market math exercises
    • 23. Compounding
    • 24. Discount basis
    • 25. Converting interest rates
    • 26. Money market instruments
    • 27. Settlement date
    • 28. Bond pricing between coupons
    • 29. Fractional periods
    • 30. Day count convention
    • 31. Dirty price
    • 32. Dirty price exercise
    • 33. Clean vs dirty price
    • 34. Useful Excel functions
    • 35. Bond pricing exercise, part 1
    • 36. Bond pricing exercise, part 2
    • 37. Bond pricing exercise, part 3
    • 38. Interpreting the Bloomberg bond screen
    • 39. Realized compound yield and holding period yield
    • 40. RCY HPY exercise, part 1
    • 41. RCY HPY exercise, part 2
    • 42. RCY HPY exercise, part 3
    • 43. Intro to interest rate risk
    • 44. DV01
    • 45. Hedging interest rate risk
    • 46. Estimating the price impact of rate changes
    • 47. Modified duration & dollar duration
    • 48. Modified duration exercise
    • 49. Useful Excel functions for interest rate risk
    • 50. Modified duration exercise, part 2
    • 51. Modified duration exercise, part 3
    • 52. Convexity
    • 53. Convexity exercise
    • 54. How convexity is applied in practice
    • 55. Duration convexity between coupons
    • 56. Duration convexity between coupons exercise
    • 57. Interpreting the Bloomberg YAS screen
    • 58. Make whole call
    • 59. Make whole call, Apple example
    • 60. Callable bonds
    • 61. Sinking fund redemption
    • 62. Yield to call and yield to worst
    • 63. Yield curve intro
    • 64. Term structure theory
    • 65. Monetary policy intro
    • 66. Federal funds and the discount rate
    • 67. Open market operations
    • 68. Other central bank tools
    • 69. Summary of forces affecting the yield curve
    • 70. Yield curve shape at various points in the business cycle
    • 71. Spot rates intro
    • 72. Spot rates role in bond valuation
    • 73. Full vs YTM bond valuation approaches
    • 74. Bootstrapping the spot curve, part 1
    • 75. Bootstrapping the spot curve, part 2
    • 76. Yield spreads and the z-spread
    • 77. Option adjusted spread
    • 79. Forward rate exercise, part 1
    • 78. Forward rates
    • 80. Forward rate exercise, part 2
    • 81. Trading strategy using forward rates
    • 82. Credit risk
    • 83. Credit analysis
    • 84. Navigating Clear Channel’s bond agreement
    • 6.21.2013 Senior Notes Credit Agreement
    • Bond-formula-cheat-sheet
    • Bond-Math-Worksheet
    • CC-Bonds-Course-Manual
  • 10. Debt Capital Markets Primer
    3Bài học ·
    • dcm-primer-slide-deck
    • Debt Capital Markets Primer
    • insider-dcm-work-file
  • 11. Debt Capital Markets - How to Survive Day 1
    6Bài học ·
    • 1. KNOW WHAT TO EXPECT ON DAY 1
    • 2. START WITH A POSITIVE IMPRESSION
    • 3. WHAT_S IN A DCM PITCHBOOK
    • 4. TRANSACTION ROLES AND RESPONSIBILITIES
    • 5. APPENDIX Q&A
    • DCM-Day-1-Course-Manual