Interest Rate Options - Swaptions
Price: £152.00
Purchase NOWTeacher: Dr David Cox
Length: 1 hour 16 minutes
Course access period: 6 months
This course on Interest Rate Options covers
- Cash Settlement vs Physical Delivery
- Caps and Swaptions
- Hedging Swaptions
- Swaptions and Bond Options
- Using Swaptions in ALM
- Bermudan Structures
- Swaption Strategies
- Spreads and Skew
- Risk Reversals
- Swaption Volatility
- Pricing Swaptions
- SABR and Stochastic Volatility
Who this course is for
- Interest-rate sales, traders, structurers and quants
- Bank Treasury and other Asset Liability Management executives
- Central Bank and Government Treasury Funding managers
- Fixed Income portfolio managers
- Company finance executives and investment bankers
Prior knowledge
General understanding of fixed-income markets is assumed. Some of the important basic topics in bond maths are covered briefly at the beginning of the course.
