Mastering Interest Rate Derivatives
Comprehensive course that focuses on the front-office and risk aspects of interest rate derivatives including swaps.
Mastering Interest Rate Derivatives free download
Comprehensive course that focuses on the front-office and risk aspects of interest rate derivatives including swaps.
Welcome to "Mastering Interest Rate Derivatives," the definitive online course designed for finance and interested engineering professionals, undergraduate and graduate students, consultants and analysts eager to deepen their understanding of the complex world of interest rate derivatives. This comprehensive course demystifies the intricate mechanisms of interest rate markets, offering learners a robust foundation in the theories, practical applications, and strategic insights needed to navigate this dynamic sector successfully.
What You Will Learn:
Interest Rate Fundamentals: Grasp the core concepts behind interest rates, including the theories and economic factors that influence their movement.
Interest Rate Financial Instruments and Derivatives: Gain a deep understanding of various interest rate financial instruments and derivatives, including their structures, purposes, and how they are used in the market.
Valuation of Swaps & Swap Use Cases: Dive into the valuation techniques of swaps and explore their diverse applications in hedging and speculating.
End-to-End Workflow to Price an Interest Rate Swap: Put theory into practice with a detailed walkthrough of pricing an interest rate swap, from entering economic information, generating curves with proper assumptions and calculating the value and greeks of the swap.
Building Interest Rate Curves: Learn the art and science of constructing interest rate curves, a critical tool for pricing and risk management in the fixed income markets.
Cap and Floor Pricing: Master the valuation and application of caps and floors, essential for managing interest rate exposure.
Swaptions: In depth lecture covering types of swaptions, use cases of callable swaps and swaptions and an in depth discussion of the Bachelier and Hull&White model to price and risk manage these products.
Swap Real-World Use Cases: Explore practical examples of how swaps are used in the real world for various purposes, including hedging, speculation, and arbitrage.
FX Concepts and IR Parity: Understand the interrelationship between foreign exchange and interest rates, and how it affects international finance.
Collateral Management: Learn collateral workflows, margin calculations, optimization strategies, and regulatory frameworks for the main capital market asset classes, bi-lateral and cleared swaps, exchange traded derivatives, repos/securities lending and TBAs. Collateralized loans, as there are not strictly Capital Markets and very broad, (except TBAs) are not covered in this lecture.
The Federal Reserve System & FHLBs: Gain insights into the role of major financial institutions like the Federal Reserve System and the Federal Home Loan Banks in the interest rate derivatives market.
Capital Markets Functional Areas: Explore the broader capital markets landscape, including the functional areas and their connection to interest rate derivatives.
Why Enroll in This Course:
Expert Instruction: Learn from seasoned professionals with years of experience on FICC trading floors and treasury departments in New York.
Comprehensive Curriculum: This course covers everything from basic concepts to advanced strategies in interest rate derivatives.
Practical Skills: Gain hands-on experience with real-world case studies, exercises, and an end-to-end workflow to apply what you've learned.
Flexible Learning: Study at your own pace, with lifetime access to course materials on Udemy's user-friendly platform.
Enroll Now and unlock the skills to master interest rate derivatives, leveraging this knowledge to advance your career, make informed investment decisions, and contribute to your organization's success in the financial markets.
