Interest rates swaps are yet another derivative that gets a bad name. As the most actively traded thing in the world of finance, there has to be a justified reason doe using them. Their rational is a very simple and what they do – the clue is in the name.
An awareness of options pricing, preferably via a course like Option Pricing 1, part of this series or classes.
• Swap cash flows
• Asset swaps, liability, swaps
• Swap prising, risk and hedging
• Swap pricing in your head and swap PVO1
• Swaption pricing, risk and hedging
• Swaption pricing in your head and PVO1
WHO SHOULD TAKE THIS COURSE?
Corporate treasurers and staff working in the rates area
These courses are included in this module