CFA® L2 — Fixed Income
Term structure, arbitrage-free valuation, MBS, structured products, credit modelling. The bond curriculum at a serious depth.
Quick info
- Layer
- Professional Certifications
- Track
- CFA® Level 2
- Estimated hours
- 45 hrs
- Chapters
- 1
- Exam body
- CFA Institute
- Cost on Trustner
- Free
Every chapter below has Foundation, Deep Dive, and Advanced material — read in any order, expand each chapter to see the full content.
About this course
CFA L2 Fixed Income covers term structure, yield-curve modelling, credit analysis, and structured products. ~10-15% weight. Vignettes test arbitrage-free pricing, OAS interpretation, and credit migration.
Who this is for
- CFA L2 candidates.
- Fixed-income analysts and portfolio managers.
- Bank treasury and credit officers.
What you'll learn
- Term structure of interest rates — spot, forward, par curves
- Arbitrage-free valuation
- Yield-curve models — binomial, Monte Carlo
- Credit analysis — structural and reduced-form models
- Asset-backed securities and CDOs
Course material — 1 chapters
Each chapter offers three tiers — Foundation for the core concept, Deep Dive for worked examples and practitioner depth, and Advanced for edge cases and exam tips. Click any chapter to expand.
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