Interest Rate Forwards and Swaps – Chapter 4

Interest Rate Forwards and Swaps - Chapter 4

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

Outline
Printout
Spreadsheets
Summary
Quiz

Interest Rate Forwards and Swaps – All chapters

Chapter 4 discusses the process of revaluing an outstanding swap based on defined market movements and illustrates some uses of swaps for trading in interest rate markets. Typical hedging applications of swaps, such as by corporates, sovereigns and financial institutions are left for our modules on liability management.

Target audience: Traders, risk managers, sales force, financial control and audit

Prerequisite required:
– Yield Curve Analysis
– Bond Fundamentals
– FX Introduction

Prerequisite recommended:
– None