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Pricing Interest Rate Swaps (IRS)

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.

Pricing Interest Rate Swaps (IRS) Basics

Modeling the Term structure, zero curve and forward curve

Mark to Market (MTM), Pricing and Valuation

If you would like to purchase and download the excel examples covered in this course, please checkout our online Interest Rate Swap Pricing course store for handy course cheat sheet downloads and solved excel spreadsheets and templates. If you need an option and derivatives product refresher, please see the introductory and intermediate courses below on Derivatives and Options products.

Derivatives for Dummies – a first look at options and derivatives

A quick look at basic concepts and vanilla options as well as synthetic manufacturing of options at a higher level of detail. The Derivatives for dummies crash course is followed by an intermediate level course that reviews product variation and basic pricing concepts.

Derivative products

The second course on derivatives and options products digs a little deeper into products, pricing, sensitivities and product variations over ten easy to read chapters. Starting again from vanilla products we touch upon options on currencies and Forex, options on interest rates, forwards, futures an Interest Rate Swaps.

Options and Futures Training: Derivative Products: Review
Options and Futures: Derivative Products: Vanilla Products
Options and Futures Training: Derivative Products: Pricing Basics
Options and Futures Training: Derivative Products: Greeks and Binomial Trees
Options and Futures Training: Derivative Products: Options on shares, stocks, currencies and equities
Options and Futures Training: Derivative products: Exotic Options
Options and Futures Training: Derivative products: Options on rates
Options and Futures Training: Derivative Products: Forwards
Options and Futures Training: Derivative Products: Futures
Options and Futures Training: Derivative Products: Swaps