Here is the first course on pricing interest rate swaps and cross currency swaps divided into three separate sections that address basics of interest rate swaps, term structure modeling and boot strapping and mark to market and valuation.
Basics
Online Finance Course – Pricing Interest Rate Swaps (IRS) – Terminology and Notation
Online Finance Course – Pricing Interest Rate Swaps – More terminology
Online Finance Course – Pricing Interest Rate Swaps – What is a Swap?
Online Finance Course – Pricing Interest Rate Swaps – Process
Modeling the Term structure, zero curve and forward curve
Online Finance Course – Pricing Interest Rate Swaps – Fixing the term structure
Online Finance Course – Pricing Interest Rate Swaps – Calculating the zero curve
Online Finance Course – Pricing Interest Rate Swaps – Calculating the forward curve
Mark to Market (MTM), Pricing and Valuation
Online Finance – Pricing an Interest Rate Swap – Calculating the MTM of the Swap
Online Finance – Pricing Interest Rate Swaps – Pricing Basis Swap
Online Finance – Pricing Cross Currency Swaps
To view the detailed course description, please click on the link – Pricing Interest Rate Swaps – Detailed Course Decsription.
If you would like to buy the “Pricing Interest Rate Swaps – Module I – Term Structures or Pricing Interest Rate Swaps – Module II – IRS & CCS” course as a pdf file , please see the Derivatives section at our online finance course store. The online finance course store includes easy-to-read-and-work-with downloadable pdf files, excel templates and ready-to-work with models that are shared to illustrate usage and speed up learning for advanced financial modeling, forecasting and simulation topics including interest rate forecasting and simulation, value at risk analysis, credit analysis and processes, Internal Capital Adequacy Assessment Process (ICAAP), asset liability management and other related middle office and risk and computational finance topics.
| Premium Courses |
