Advanced Swaps
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A practical guide to the strategies and techniques necessary to understand, analyse, assess and utilise the swaps market fully
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By the end of this course, participants will be able to:
- Understand the key concepts of yield curve modelling
- Apply and use interest rate derivatives effectively
- Price and hedge interest rate swaps
- Price exotic swaps accurately
- Calculate the risks and rewards of the swaps market
- Structure interest rate options into structured bonds
- Fully grasp the complexities of the CDS market
The course is designed to be highly interactive and relies on the extensive use of Excel based case studies to develop a detailed understanding of interest rate derivatives and their applications.
The course will present you with a unique opportunity to integrate your theoretical knowledge of swaps with state-of-the-art market applications. This will be reinforced via the use of practical software programmes that you will utilise to complete a number of tasks and exercises, ensuring learning and full comprehension of topics and current issues.
Course starts:
14-16 March 2012
5-7 September 2012
