Interest Rate Options – Chapter 1

Interest Rate Options - Chapter 1

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 Options – All chapters

Chapter 1 reviews the basics and mechanics of interest rate caplets and caps, their fundamental pricing properties, and some of their risk sensitivities, particularly regarding changes in spot and volatility.

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

Prerequisite required:
– Yield Curve Analysis
– Bond Fundamentals

Prerequisite recommended:
– FX Options