Finance, Accounting & Budgeting

Fixed Income Analysis: Bond Valuation, Yield Curves, Duration and Convexity – Jeddah, 20–24 Dec 2026

Fixed Income Analysis: Bond Valuation, Yield Curves, Duration and Convexity runs in Jeddah from Sunday 20 December to Thursday 24 December 2026 (1 Week). The fee is 19,500 SAR per participant. The same programme is also scheduled in 7 other cities.

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Dates
Length
1 Week
Fee per participant
19,500 SAR
Format
In person, Jeddah
Venue
Corniche four-star
Status
Open for registration
Week
51 of 2026
Reference
375_15756

This session

20–24 Dec 2026

This Fixed Income Analysis: Bond Valuation, Yield Curves, Duration and Convexity session in Jeddah runs from Sunday 20 December to Thursday 24 December 2026 (week 51, Q4 2026). It is the only date in Jeddah in 2026, at a fee of 19,500 SAR. Registration is open for this date. It is held in person at Corniche four-star.

How do I book this date?

Register online to request your place, or send us a question about this date first.

Reference for this date: 375_15756. Quote it when you contact us.

Before you book, read our cancellation policy.

Let’s talk about your next step.

Questions about this date

When does Fixed Income Analysis: Bond Valuation, Yield Curves, Duration and Convexity in Jeddah start and finish?

It starts on Sunday 20 December and finishes on Thursday 24 December 2026: 1 Week.

How much does Fixed Income Analysis: Bond Valuation, Yield Curves, Duration and Convexity in Jeddah cost?

The fee for this date is 19,500 SAR per participant. Please read our cancellation policy before you book.

Is this date held in person or online?

It is held in person in Jeddah, at Corniche four-star.

Where else does Fixed Income Analysis: Bond Valuation, Yield Curves, Duration and Convexity run?

It is also scheduled in 7 other cities: Amsterdam, Barcelona, Dammam, Dubai, London, Paris and Riyadh.

What does this programme cover?

Fixed income analysis breaks down when bonds and sukuk are priced from a single quoted yield, rate exposure is reported as one duration figure and credit spread moves are noticed only after the month-end valuation. This Core Concept course gives treasury, investment, bank ALM and asset management staff a working method to price fixed-rate and floating instruments, derive spot and forward curves, measure duration, DV01 and convexity, match holdings to liabilities and read credit spreads. Participants build a Bond Portfolio Pricing and Rate Sensitivity Workbook in Excel.

The programme outline covers:

  • Introduction
  • Course Objectives
  • Target Audience
  • Course Outline
  • Day 1: Bond and Sukuk Instruments, Cash Flows and Market Conventions
  • Day 2: Pricing, Yield Measures and Yield Curve Construction
  • Day 3: Duration, Convexity and Price Sensitivity
  • Day 4: Credit Spreads, Liability Matching, Portfolio Strategies and Hedging
  • Day 5: Modelling Build: Bond Portfolio Pricing and Rate Sensitivity Workbook
  • Skills You Will Gain
  • Why Attend This Course
  • Conclusion
Read the full outline on the programme page ↗

Where else does this programme run?

Also scheduled in 7 other cities.

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