02 Feb 2017

Interest Rate Derivates

This one day Interest Rate Derivates introductory course to this complex area, covers basic concepts and the key interest rate derivative types and using hands-on examples to illustrate theoretical concepts and practical issues. Provides a deep understanding of the structure of interest rate markets and the role of derivatives within it.
In addition to a thorough review of Forward Rate Agreements (FRAs), Swaps, Caps, Floors and Collars, the course covers the key uses of each instrument and the risks associated with them. Practical exercises in fair market valuation of interest rate derivatives give delegates an opportunity to develop practical skills in pricing and risk sensitivity analysis.

Who should attend?

  • Financial analysts
  • Risk managers
  • Quantitative analysts
  • Corporate treasurers
  • Pension fund managers
  • Bond fund managers
  • Bond dealers and traders
  • Investors
  • New financial markets employees
  • Other roles working in and around the global bond markets.

Tutor
Duncan Hughes

Duration
One day