Advanced Swaps 2015 is a course dedicated to A practical guide to the strategies and techniques necessary to understand, analyse, assess and utilise the swaps market.
Topics
- Interest rate derivatives effectively
- Key concepts of yield curve modelling
- Price exotic swaps
- How to price and hedge interest rate swaps and currency swaps
- The risks and rewards of swaps market
- Complex issues within swaps, such as delta ladders etc
- The complexities of the CDS market
- Interest rate options into structured bonds
