ABOUT THE COURSE
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.
Duration
One day