| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
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Asset Swaps and Z-spreads – All chapters
Chapter 2, still in Part 1, introduces the simplest form of asset swap and teaches you how to derive from a par bond’s coupon and maturity, and from the interest rate swap curve, the spread over Libor return that can be created by swapping a fixed-rate bond into a Libor-based instrument, and the risks and benefits of the structure;
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
Prerequisite recommended:
– None