Key Issues in Interest Rate Derivatives Valuation
A free introductory webcast on Key Issues in Interest Rate Derivatives Valuation with Richard Fedrick on April 19th 2023 at 11.00 BST
Richard, an expert in interest rate and FX, derivatives, exotic options, structured products and risk management, will talk you through the following topics: |
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Key topics
- IBOR transition, why it happened and where we are now
- CSAs, funding and discounting – understanding modern derivatives valuation
- Pricing interest rate derivatives in the presence of foreign-currency collateral
