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Interest Rate Options - Swaptions

Price: £152.00

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Teacher: 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.