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Interest Rate Derivatives - FRA's & Swaps
Overview
2 day course on key interest rate derivative products, covering both theory (product mechanics, market conventions and valuation) and practice (wide range of applications for wide range of market participants showcased)
Learning Objectives
Gain comprehensive understanding of mechanics, market conventions, valuation and applications of key interest rate derivative products in a post Libor world – forward rate agreements (FRAs) and short-term interest rate futures; interest rate swaps (IRS); asset swaps; bond futures; caps, floors and swaptions
Wide range of case studies on applications for banks, asset managers, hedge funds, insurance companies, corporates and pension funds
Who the course is for
Interest rate traders, salespeople and quants
Asset-liability management staff with banks and insurance companies
Fixed income and credit asset managers / hedge funds / pension funds / insurance companies
Corporate treasurers
Risk management
Anyone using interest rate derivatives
