Interest Rate Products - Swap Spreads, Cross Currency Swaps and Inflation
Price: £198.00
Purchase NOWTeacher: Dr David Cox
Length: 1 hour 39 minutes
Course access period: 6 months
This course on Linear Products derived from Interest Rates covers
- Total Return Swaps
- Basis Swaps
- Asset Swaps
- Relative Value, Z and I Spreads
- Option Adjusted Spreads (OAS)
- Cross Currency Swaps and Basis Swaps
- Libor-OIS Spreads
- Multi-Currency Swap Collateral
- Inflation and Drivers
- Mechanics of Index-Linked Bonds
- Embedded Optionality
- Break-Even Inflation
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.
