A comprehensive workshop on pricing and managing interest rate derivatives.

This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough grounding in these instruments.

Course Objectives:

– Explore the relationship between futures, forwards and FRAs
– Build a zero coupon yield curve
– Construct hedges
– Price and revalue swaps
– Structure asset and debt swaps
– Design, price and use caps, floors, collars and swaptions
– Structure and market combinations of derivative products
– Use these instruments for taking positions or hedging exposures


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