Course list

Interest Rate Derivatives 1: Hedging and Managing Risk

Interest Rate Derivatives are an essential part of the financial marketplace. This comprehensive program will equip you to use, price, manage, market, and evaluate standard interest rate derivatives, currency, and asset swaps.

The course starts with the building blocks and uses plenty of practical exercises covering hedging, valuation, and risk management to ensure delegates gain a thorough grounding in these instruments.

More than half of the program is devoted to intensive, practical workshops, including a number of simulations using Microsoft Excel functions and macros, which participants can take away for immediate implementation.

Course Objectives

  • Explore the relationship between futures, forwards, and FRAs
  • Build a zero coupon yield curve
  • Construct hedges
  • Price and revalue swaps
  • Structure asset and debt swaps
  • Design, price and use caps, floors, collars, and swaptions
  • Structure and market combinations of derivative products
  • Use these instruments for taking positions or hedging exposures
  • Date:
  • 15th - 18th May 2018
  • Venue:
  • Manhattan - New York
  • Fee:
  • US$1215 per day


  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in London, Singapore, Frankfurt, São Paulo and Sydney

Who The Course is For

This course is designed for anyone who wishes to be able to price, use, market, manage or evaluate interest rate derivatives and currency swaps including:

  • Directors, treasurers, dealers, and trainees
  • Corporate finance and investment managers
  • Accountants, auditors, and IT personnel
  • Derivatives marketing executives, consultants, advisors, and brokers

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Prior Knowledge

Basic knowledge of Microsoft Excel and some general understanding of financial markets is assumed, but the basics are covered in detail at the start making the course accessible to a wide audience.


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