Overview
The Capital Market Immersion program provides a solid and deep introduction of the capital markets, and is designed to provide professionals with a solid understanding of the functions and roles played by modern financial institutions and their key lines of business, as well as foundational knowledge of the industry’s basic products and service functions.
The program's framework consists of lectures covering 7 separate topics:
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.)
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.)
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.)
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.)
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.)
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.)
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 viewable content. This program also includes supplemental PDFs as downloadable attachments that you can use to follow along with each lecture's instructor.
We have assessed our clientele thoroughly in order to design a program that includes all of the necessary elements of capital markets, designed toward an approach that enables you to accomplish the key takeaway of becoming fully immersed with a high level understanding of capital market industry, products, and roles.
Learning Outcomes
 You'll be able to apply all the concepts of financial math, including NPV, IRR, PV, FV, to real business problems.
 You'll learn how to describe the players, products, markets and applications of capital markets instruments.
 You'll be able to interpret the meaning of yield curves and how financial markets and instruments drive pricing.
 You'll be able to explain the full range of fixed income instruments, their issuers and investors, and the ways these instruments are structured.
 You'll be able to detail equity markets products, players and market dynamics.
 You'll be able to determine uses and applications of futures and options.
Course curriculum

1
Capital Markets Road Map
 Major Market Segments and Types of Instruments FREE PREVIEW
 Economic Functions of Capital Markets
 Securities Markets and Important Market Participants
 Commercial Banking and Investment Banking
 Primary and Secondary Markets
 Primary Market Offerings
 Roles of Financial Intermediaries
 Comparing Securities to Derivatives
 Introduction to Fixed Income Securities
 Fixed Income Securities: Sources of Return and Types of Risk
 Government and Government Agency Securities
 Corporate Securities and Structured Securities
 Bond Pricing and Valuation
 Yield Curves, Credit Markets and the Business Cycle
 Yield Curves, Monetary Policy and the Real Economy
 Introduction to Equity Securities
 Investment Characteristics and Valuation of Equity Securities
 Valuation of Equities Using Earnings Multiples (P/E Ratios)
 Currency Markets and Factors Affecting Exchange Rates
 Types of Derivative Contracts and Economic Exposures
 The Real Meaning of "Derivatives" and Their Use in Managing Risk
 Capital Markets Road Map Assessment

2
Fundamental Financial Math
 Interest Rates and Yields FREE PREVIEW
 Interest Rates and Rates of Return
 Interest Rate Conventions and Time Value of Money Part 1
 Interest Rate Conventions and Time Value of Money Part 2
 Compound Interest
 Time Value of Money and Bond Pricing
 Pricing Zero Coupon Bonds
 Pricing Coupon Bonds
 Bond Pricing Versus Bond Valuation
 Pricing Discount Securities
 Discount Rates Versus Bond Equivalent Yield
 Bond Yields
 Yield to Maturity
 Yield to Maturity Versus Rate of Return
 Yield to Maturity as an Expression of Current Value

3
Yield Curve Dynamics
 Introduction to Yield Curves
 Types of Yield Curves and Yield Curve Spreads
 Introduction to Duration
 Types of Duration
 Modified Duration
 Duration Illustration
 Duration of Callable Bonds
 Yield Curve Shapes and the Level of Interest Rates
 Yield Curve Theories
 Yield Curves and the Business Cycle
 Spot Rates and Spot Rate Curves
 Calculation of Spot Rates
 Bond Valuation and Rich/Cheap Analysis

4
Fixed Income Securities
 Introduction to Fixed Income Securities and Markets FREE PREVIEW
 The Primary Market: Issuing Bonds to Borrow Funds
 Similarity of Bonds to Loans & Bond Valuation Issues
 Bond Contact Features
 Bond Coupons, Accrued Interest and Bond Pricing Conventions
 Day Count Conventions & Bond Retirement
 Types of Risk
 Sources of Return & Bond Yields
 Bond Yields, Yield to Maturity and Rate of Return
 Yield Curves
 Yield Curves & Government Securities
 Government Bonds & US Treasury Securities
 Corporate Fixed Income Securities
 Credit Risk of Corporate Securities & Trust Indentures
 Secured and Unsecured Bonds
 Convertible Securities
 Preferred Stocks & Introduction to Structured Securities
 Asset Securitization & Introduction to Mortgage Backed Securities
 Mortgage Backed Securities
 CMOs & Introduction to Asset Backed Securities
 Credit Card and Auto Loan Asset Backed Securities
 Collateralized Debt Obligations
 CDOs and Money Market Instruments
 Agency Securities & Regional/Local Government Debt Securities

5
Interest Rate Swaps
 Introduction of Swaps FREE PREVIEW
 Interest Rate Swap Basics
 Interest Rate Swap Contract Features
 Fixed for Floating Interest Rate Swaps
 Periodic Settlement Payments on Interest Rate Swaps
 Hedging Cash Flow Uncertainty with Interest Rate Swaps
 Net Interest Cost of a Synthetic Fixed Coupon Bond
 OTC Clearinghouses
 Cleared Swaps Versus OTC Swaps ExClearinghouse
 Functioning of OTC Clearinghouses
 Terminating a Swap Before Maturity
 Interest Rate Swap Pricing
 Pricing Fixed for Floating Interest Rate Swaps
 Valuing Swaps, Hedging Cash Flow Uncertainty
 Managing the Cash Flow Risk of Fixed and Floating Rate Assets
 Basis Swaps (Fixed Versus Floating Swaps)
 Capital Market Equivalents for the Fixed and Floating Rate Payers
 Value Hedging, Asset Swaps
 Variations in the Structure of Interest Rate Swaps
 Structuring and Pricing Basis Swaps

6
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 Copy of Types of Products/Shares FREE PREVIEW
 Copy of Types of Products/Shares (Slides)