Course description
A comprehensive and practical 3 days workshop on pricing, using and managing structured interest rate derivatives. What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace either as legacy transactions or embedded in new structures.
This intensive course is for anyone who wishes to be able to use, price, manage, market or evaluate standard interest rate derivatives such as Constant Maturity Swaps, Range Accruals and Quantos.
We also look in detail at such important products as CMS spread-linked structures and volatility/variance swaps, always from a pragmatic practitioner’s perspective.
Upcoming start dates
Suitability - Who should attend?
This course is designed for anyone who wishes to be able to price, use, market, manage or evaluate interest rate derivatives.
- Interest-rate sales / traders / structurers / quants
- IT
- Bank Treasury
- ALM
- Central Bank and Government Treasury
- Funding managers
- Insurance Investment managers
- Fixed Income portfolio managers
- IPV professionals
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Finex Learning
Finex Learning: Expert-Led In-House Training for the Financial Services Industry At Finex Learning, we specialize in organizing and delivering customized in-house training solutions tailored to the financial services industry. Our comprehensive programs focus on Capital Markets and are designed for...