16.09.20
## Basics of Interest Rate Swaps And Interest Rate Curves (PC based) |
The objective of this first seminar in a series on interest rate swaps is to update and deepen the fundamental concepts, concepts, and models required to effectively use interest rate swaps in financial risk management practice. - the concept of derivatives and basic parameters of interest rate swaps;
- the ability to decompose a swap on base instruments and synthesize a swap on base instruments;
- the mechanism for the functioning of the interest rate and the taxonomy of interest rates;
- sets of percentage curves, interactions and differences between them;
- methods for constructing percentage curves and tools for quantitative analysis of such curves;
- an algorithm for estimating the cost of a classic interest rate swap and necessary for its adjustment depending on changes in the parameters (structure) of such a swap;
- definition of market risk metrics for the swap.
For more information about the webinar please call us +38 (044) 227 81 73 or e-mail office@extra-consulting.net Back to list of seminars |