| 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 3 In part 2, introduces an extra layer of complexity by structuring and pricing an asset swap package for a bond that is not trading at par, and explains the key limitations of using this asset swap’s spread as a gauge of a bond’s credit risk relative to risk-free paper;
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
Prerequisite recommended:
– None
