|
Couse: Pricing and Hedging Interest Rate and Cross Currency Swaps (Nov 2010) |
|
|
22 Nov -
23 Nov
|
|
|
|
Programme:
|
|
|
|
Course Description
Standard and Non-standard Swaps
The Swap Curve and Zero Coupon Yields
Bootstrapping the Zero Coupon Yield Curve
Zero Coupon Pricing Methodologies
Calculating the Par Swap Rate
Mark-to-market Valuation of Swaps
Swaps with an Up-front Payment
Asset Swaps
Risk Management Techniques
Advanced Swap Structures |
|
|
|
Course Objective
As swaps have become increasingly popular trading and hedging tools, the need for detailed knowledge about interest rate and cross currency swaps has grown. The course will provide you with an in-depth understanding of swap pricing. Through workshops and exercises you will get hands-on experience with pricing of interest rate swaps as well as cross currency swaps. Different hedging techniques will be discussed in hedging the risks of a swap book. More advanced swap structures will be introduced and analysed. |
|
|
|
Course Prerequisites
The on-line e-learning will give you a required level of understanding of the basic derivatives. |
|
|
|
Course Level
Intermediate |
|
|
|
The course is relevant for:
Swap Dealers
Fixed Income Portfolio Managers
Risk Managers
Controllers
Fund Managers
Account Managers
IT-consultants
Financial Consultants |
|
|
|
E-learning
The course includes on-line e-learning modules. You will have access
to pre-course material from two weeks before the course till six weeks
after.
|
|
|
|
Speakers
Ingen/none
|
|
|
|
Language
English |
|
|
|
Location
Financial Training Partner, Copenhagen |
|
|
|
Course fee
DKK 11,500 inclusive of on-line e-learning modules, course material, lunch and refreshments. The price is exclusive of VAT. |
|
|
|
Home » Courses » Courses by category » Couse: Pricing and Hedging Interest Rate and Cross Currency Swaps (Nov 2010) 
