Rates Structuring & Pricing

Description

Overview

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.

Who the course is for

This course is designed for anyone who wishes to be able to price, use, market, manage or evaluate interest rate derivatives.

Course Content