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Interest Rate Derivatives - Option Pricing, Hedging & Managing Risk

Interest Rate Derivatives - Option Pricing, Hedging & Managing Risk

  • 30 Day Money Back Guarantee
  • Completion Certificate
  • 24/7 Technical Support

Highlights

  • Delivered Online or In-Person

  • Delivered at your location

  • UK & International Requests Considered

  • 3 days

  • All levels

Description

Overview

Interest Rate Options are an essential part of the derivatives marketplace. This 3-Day programme will equip you to use, price, manage and evaluate interest rate options and related instruments.

The course starts with a detailed review of option theory, from a practitioner’s viewpoint. Then we cover the key products in the rates world (caps/floors, swaptions, Bermudans) and their applications, plus the related products (such as CMS) that contain significant ’hidden’ optionality. We finish with a detailed look at the volatility surface in rates, and how we model vol dynamics (including a detailed examination of SABR).

The programme includes extensive practical exercises using Excel spreadsheets for valuation and risk-management, which participants can take away for immediate implementation

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.

  • Interest-rate sales / traders / structurers / quants

  • IT

  • Bank Treasury

  • ALM

  • Central Bank and Government Treasury

  • Funding managers

  • Insurance Investment managers

  • Fixed Income portfolio managers

Course Content

  • To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

About The Provider

Finex Learning
Finex Learning
London
5.0(5)

Finex Learning: Expert-Led Practical Training for the Financial Services Sector

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