Debt Market Maths


This one-day workshop has been designed as an introduction to debt market maths. With a strong emphasis on worked examples this workshop covers:

  • Using the HP12C calculator
  • Pricing an annuity
  • Simple interest rate calculations
  • Pricing a fixed rate bond
  • Bank Bill and other short dated security pricing
  • Pricing a floating rate note
  • Cash & carry analysis and forward Bank Bill pricing
  • Pricing a repo transaction
  • Compound interest, effective interest and interest rate conversion
  • Duration and convexity

The Debt Market Maths workshop is an AFMA (Australian Financial Markets Association) workshop presented in Australia by Alex Palfi of Tykoh Training. Click here for more details.

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