Mô tả

The "Capital Markets Immersion: A Financial Markets Introduction" program provides a solid and deep introduction to the global financial markets and 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.

You need not understand what a commercial or investment bank is, or how interest rates function to determine the price of bonds (fixed income) products. But, once you complete this course you will be able to speak comfortably about the industry and its products and services both from a bird's eye view, as well as the ground level.

This program is the most comprehensive course on the capital markets on Udemy.

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 Starweaver

This 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]com

Happy learning.

Bạn sẽ học được gì

Apply key skill of financial math, including NPV, IRR, PV, FV, to real business problems.

Discuss the players, products, markets and applications of capital markets instruments.

Interpret the meaning of yield curves and how financial markets and instruments drive pricing.

Explain the full range of fixed income instruments, their issuers and investors, and the ways these instruments are structured.

Detail equity markets products, players and market dynamics.

Determine uses and applications of futures and options.

Become a well-rounded financial markets and capital markets professional

Yêu cầu

  • Knowledge of the english language.
  • Basic math knowledge (a calculator is recommended for some of the lectures).

Nội dung khoá học

8 sections

Capital Markets Road Map

23 lectures
Welcome!
00:52
Major Market Segments and Types of Instruments
11:58
Economic Functions of Capital Markets
10:40
Securities Markets and Important Market Participants
13:31
Commercial Banking and Investment Banking
11:45
Primary and Secondary Markets
08:32
Primary Market Offerings
10:46
Roles of Financial Intermediaries
12:01
Comparing Securities to Derivatives
12:42
Introduction to Fixed Income Securities
10:03
Fixed Income Securities: Sources of Return and Types of Risk
11:15
Government and Government Agency Securities
10:51
Corporate Securities and Structured Securities
10:16
Bond Pricing and Valuation
11:05
Yield Curves, Credit Markets and the Business Cycle
10:21
Yield Curves, Monetary Policy and the Real Economy
10:51
Introduction to Equity Securities
12:07
Investment Characteristics and Valuation of Equity Securities
09:18
Valuation of Equities Using Earnings Multiples (P/E Ratios)
11:21
Currency Markets and Factors Affecting Exchange Rates
10:48
Types of Derivative Contracts and Economic Exposures
10:21
The Real Meaning of "Derivatives" and Their Use in Managing Risk
12:06
Capital Markets Road Map Assessment
18 questions

Fundamental Financial Math

16 lectures
Interest Rates and Yields
10:38
Interest Rates and Rates of Return
10:32
Interest Rate Conventions and Time Value of Money Part 1
09:51
Interest Rate Conventions and Time Value of Money Part 2
10:43
Compound Interest
10:58
Time Value of Money and Bond Pricing
10:31
Pricing Zero Coupon Bonds
09:00
Pricing Coupon Bonds
11:14
Bond Pricing Versus Bond Valuation
08:34
Pricing Discount Securities
10:09
Discount Rates Versus Bond Equivalent Yield
09:45
Bond Yields
09:55
Yield to Maturity
09:03
Yield to Maturity Versus Rate of Return
10:06
Yield to Maturity as an Expression of Current Value
07:50
Section 2 quiz
20 questions

Yield Curve Dynamics

20 lectures
Introduction to Yield Curves
09:44
Types of Yield Curves and Yield Curve Spreads
09:42
Introduction to Duration
07:52
Types of Duration
11:20
Modified Duration
09:07
Duration Illustration
10:20
Duration of Callable Bonds
10:19
Yield Curve Shapes and the Level of Interest Rates
08:16
Yield Curve Theories
11:09
Yield Curves and the Business Cycle
09:48
Spot Rates and Spot Rate Curves
09:58
Calculation of Spot Rates
09:17
Bond Valuation and Rich/Cheap Analysis
11:18
Treasury Strips and the Strip Rate Curve
11:19
Forward Rates
10:01
Calculating Forward Rates
10:27
Forward Rate Applications
05:07
Total Return Analysis
10:59
Total Return Analysis Illustration
09:55
Section 3 Quiz
20 questions

Fixed Income Securities

25 lectures
Introduction to Fixed Income Securities and Markets
10:17
The Primary Market: Issuing Bonds to Borrow Funds
10:41
Similarity of Bonds to Loans & Bond Valuation Issues
11:10
Bond Contact Features
11:11
Bond Coupons, Accrued Interest and Bond Pricing Conventions
12:03
Day Count Conventions & Bond Retirement
12:25
Types of Risk
10:38
Sources of Return & Bond Yields
12:08
Bond Yields, Yield to Maturity and Rate of Return
08:24
Yield Curves
08:46
Yield Curves & Government Securities
10:06
Government Bonds & US Treasury Securities
12:16
Corporate Fixed Income Securities
11:38
Credit Risk of Corporate Securities & Trust Indentures
08:56
Secured and Unsecured Bonds
12:29
Convertible Securities
12:06
Preferred Stocks & Introduction to Structured Securities
09:42
Asset Securitization & Introduction to Mortgage Backed Securities
10:17
Mortgage Backed Securities
11:29
CMOs & Introduction to Asset Backed Securities
09:38
Credit Card and Auto Loan Asset Backed Securities
09:22
Collateralized Debt Obligations
11:22
CDOs and Money Market Instruments
11:44
Agency Securities & Regional/Local Government Debt Securities
10:42
Section 4 Quiz
21 questions

Equity Products

17 lectures
Types of Products/Shares
10:27
Buying Shares & Equities
08:03
Tesco Example
07:59
Types of Shares and Exchanges
11:23
Depository Receipts
07:04
Types of Investors, Diversification and Volatility
07:03
Types of Indices Part I
07:23
Types of Indices Part II
08:52
Tracking Funds
10:13
Exchange Traded Funds (ETF's)
06:57
Introduction to Derivatives
07:07
Forward Contracts
06:42
Futures
13:18
Equity Swaps
07:57
Options
12:32
Structured Products (Warrants, Certificates and Notes)
15:43
Section 5 Quiz
20 questions

Futures & Options

27 lectures
Types of Derivative Contracts and Their Characteristics
10:44
Derivatives Compared to Securities
09:16
Derivatives Defined
09:37
Futures Terminology and Contract Features
09:17
Physical Delivery to Close a Futures Position
09:10
Cash Settlement, OTC Derivatives
11:59
Futures Clearinghouse and Third Party Contracts
10:32
Futures Margins and Futures Contracts
11:09
Clearinghouse and Futures Trades
11:07
Comparing Futures Versus Underlying Positions
10:11
Futures Positon Cash Flows and Hedging with Futures
10:16
Futures Positions: Risk and the Cost Taking Position
09:39
Cost of Carry/Carrying Charges
11:01
Cost of Carry Pricing and The Forward Pricing Curve
17:23
Option Fundamentals: Contract Features and Terminology
07:33
Option Contract Example: Long Call Positions
08:55
Option Pricing Basics
11:59
Time Value, Instrinsic Value and Moniness
12:06
Short Option Positions
09:04
Investment Characteristic of Options
13:32
Overview of Long Put, Short Call and Short Put Positions
08:04
Option Pricing and Sensitivities (Option "Greeks")
08:38
Option Deltas
08:21
Delta Hedging
07:52
Delta Neutral Hedging Example
09:19
Black-Scholes and Option Volatility (Vega)
09:41
Implied Volatility and Volatility Trading
11:09

Interest Rate Swaps

20 lectures
Introduction of Swaps
10:04
Interest Rate Swap Basics
08:56
Interest Rate Swap Contract Features
10:22
Fixed for Floating Interest Rate Swaps
10:36
Periodic Settlement Payments on Interest Rate Swaps
09:30
Hedging Cash Flow Uncertainty with Interest Rate Swaps
10:08
Net Interest Cost of a Synthetic Fixed Coupon Bond
11:38
OTC Clearinghouses
11:56
Cleared Swaps Versus OTC Swaps Ex-Clearinghouse
10:59
Functioning of OTC Clearinghouses
10:42
Terminating a Swap Before Maturity
10:02
Interest Rate Swap Pricing
11:01
Pricing Fixed for Floating Interest Rate Swaps
10:48
Valuing Swaps, Hedging Cash Flow Uncertainty
13:17
Managing the Cash Flow Risk of Fixed and Floating Rate Assets
09:48
Basis Swaps (Fixed Versus Floating Swaps)
07:39
Capital Market Equivalents for the Fixed and Floating Rate Payers
09:13
Value Hedging, Asset Swaps
11:28
Variations in the Structure of Interest Rate Swaps
10:47
Structuring and Pricing Basis Swaps
08:54

Closing Remarks

1 lectures
Take-aways
02:40

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