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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

Modeling the Term structure, zero curve and forward curve

Mark to Market (MTM), Pricing and Valuation

For a complete reference to equations and calculator referred to in this course , please see the Derivative Pricing and Financial Risk Equation Glossary.

For topic specific equations, please see the following links: