Portfolio Volatility and Duration - OnlineIn this module, we're going to learn about volatility and duration. There's a few scary math equations on the horizon, but the concepts involved in this module are more important than the calculations themselves. This course replicates the content from lesson 2 of Portfolio Management II - Online This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Subscription period for this course is 90 days. |
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| Available Today | Online | USD$60.00 |  | | |
Instructional Method:
Self-Study
|  | | | Level: Intermediate |  | | | |  |
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| Junior portfolio managers, money managers, research analysts, client services staff, consultants, individual and institutional investors, private bankers and financial advisors, research staff members of pension boards and plan sponsors. |
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Students will be able to:- Define volatility and identify the factors that affect it.
- Identify duration strategies — (modified duration and convexity) and recall their benefits.
- Identify the best bonds when calculating convexity.
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| Portfolio management I - Online, Fixed Income Securities - Online - or equivalent knowledge |
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| Advanced Equity Valuation Techniques - OnlineAdvanced Portfolio Management Theory - OnlineIndexation - OnlineEvaluating Portfolio Performance - OnlineFinancial Planning - Online |
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Portfolio Volatility and Duration- Factors affecting bond volatility
- Duration, modified duration and convexity
Duration: 1 hour |
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