Finance Training Course – Course Outline – Derivative Pricing – Interest Rate products
< 1 min read 1. COURSE OBJECTIVES At the end of this workshop the participants will be able to: Construct the par, zero coupon
< 1 min read 1. COURSE OBJECTIVES At the end of this workshop the participants will be able to: Construct the par, zero coupon
3 mins read Calculation reference for the Forward Price formula. Also, includes formulas for the Spot Rates & Forward Rates, Yield to Maturity,
< 1 min read Here is a pricing and valuation equation glossary for the financial engineering field used as a reference for the courses
< 1 min read 1. Interest Rate Swap a. Net Cash Flow The net cash flow for the buyer of the contract (receiver of
< 1 min read Black Formula’s and valuing Interest Rate Caps and Floors Value of a caplet The value of a caplet which resets
3 mins read The prerequisite for this course is the first course on pricing interest rate swaps. Online Finance – Pricing Interest Rate