education

Quant finance primer: normal distribution, standard deviation, regression, p-values, beta, correlation, covariance; risk (VaR—analytical, historical, Monte Carlo, shortfall), bond math (duration, convexity, key rate), and performance metrics (Sharpe, Sortino).

Explore key credit risk metrics every fixed-income investor should know—credit spread, spread duration, and DxS. Learn how they impact bond pricing, portfolio risk, and investment strategy in changing market conditions.

Discover the role of bonds in a portfolio—capital preservation, income, diversification, and hedging. Learn why fixed income remains essential for balancing risk, generating returns, and protecting wealth in uncertain markets.

Understand bond duration, convexity, and their role in managing interest rate risk. Learn the types of duration, why convexity matters, and the limits of using duration alone when evaluating fixed-income investments.

Explore the differences between private and public credit markets—how they work, why companies choose private credit, key instruments, and investor profiles. Learn the trade-offs of flexibility, transparency, yield, and risk in today’s $1.4T+ private credit landscape.

Bonds 101 from an investing practioner—what they are, how prices are set, and how the bond market works. Covers bond types, pricing factors, liquidity, and key Bloomberg functions for students and aspiring finance professionals.