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1、Financial Markets and Products,讲师：,Financial Markets and Products,Bond Market Forward Futures Swap Option,Bond Market,1.Bond Basics 五要素 Bond Valuation Principle Compounding Frequencies Effective Annual Rate(EAR) Risk-free Rates Spot and Forward Rate 风险因子（Duration & Convexity）,2.Bond Products Treasur
2、y Bonds Corporate bond Mortgage Loans &Mortgage-Backed Securities(MBS),dirty price = clean price + accrued interest,CPRn = 1 (1 SMMn)12,3.Rating Agencies 级别分类：Investment & Speculative Grade Ratings Transition Matrices Rating Method Ratings Change Impact Bond Prices,Forward,Forward Forward Market Com
3、modity Spread Forward Valuation Forward Rate Agreement Central Counterparty Other Counterparty Risk Mitigants,Futures,Futures Margin Trading Order Futures Price Futures Products Normal and Inverted Market Hedging Basis Risk,Swap,Swap Comparative advantage Valuation Other Types of Swaps,VSwap = BFloat BFixed,Vswap = BFixed Bfloat,VSwap = BD S0BF,Vswap = S0BF BD,Option,Option Moneyness Intrinsic Value and Time Value Early Exercise Upper and Lower Bounds Put-Call Parity Trading Strategies involving Options Exotic Options,
