Interest Rate Options – Chapter 2

Interest Rate Options - Chapter 2

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 2 describes the process of constructing digital caps from a cap spread and examines some of the risk sensitivities of digitals.

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

Prerequisite required:
– Yield Curve Analysis
– Bond Fundamentals

Prerequisite recommended:
– FX Options