Pricing Interest Rate Derivatives 2018 is a conference focused on how to model and price Interest Rate.
Topics
- Yield Curve Construction
- General concepts and principles and relevance of the Credit Support Annex
- Introduction to non-linear IR Derivatives and Volatility Modelling
- Convexity and the Cheapest To Deliver Collateral Option
- Bermudan Swaptions
- SABR Extensions and Alternatives; Introduction to CMS-based products
- Inflation Derivatives
Who should Attend
Regulatory bodies, financial institutions and advisory firms.
