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Insight Series: Bond Pricing

This workshop is available via the following modes of delivery:

  • In-house training: Make an in-house training enquiry to have this course delivered at your organisation
  • Expression of interest: Let AFMA know that you are interested in attending a public workshop in your city

TITLE: Bond Pricing
CE: 3hrs
FEE: Member - $632.50 including GST
Non Member - $792.00 including GST
available via in-house or
expression of interest


The half-day workshop will introduce you to the maths used in the pricing of fixed and floating rate securities including bonds and FRN. In addition the workshop will cover off on the concepts of duration and convexity, all of which will be illustrated using practical examples.

Who is this for?

This workshop is at an introductory level and therefore is suitable for those with limited experience in pricing fixed interest securities. The workshop would be of benefit to those who may have some exposure to pricing fixed interest securities and  would like to gain a better understanding. 

What will you learn?

By the end of this workshop, you should be able to:

  • price an annuity
  • price a fixed rate bond
  • price a floating rate note
  • price a repo transaction
  • calculate duration and convexity.


Alex Palfi, Principal, Tykoh Group Pty Ltd

Alex Palfi is a Principal of Tykoh Group Pty Ltd – an Australian based training provider specialising in tailored one and two day workshops on technical finance and business topics.  Prior to setting up Tykoh Alex was a Division Director at Macquarie Group in Sydney. In that role he developed a range of finance workshops and presented those in Australia and at other international locations. Those workshops focused on financial modelling, valuation, derivatives, credit risk and Visual Basic programming.


Breaking down the formulas allowed for a better understanding of their workings and thus price movements in the market

Diagrammatic explanations to enhance theoretical concepts and clear explanations of formulas and their application

I really enjoyed all aspects of this workshop.

Breaking down the formulas allowed a better understanding of their workings and thus price movements in the market.