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