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Pricing Interest Rate Swaps and Interest Rate Options - Package

00065

Pricing Interest Rate Swaps and Interest Rate Options - Package 00065
This course consists of three modules with supporting EXCEL files. It also includes a PDF file which explains the derivation of the Zero Curve and Forward Rates. The first module focuses on the interest rate term structure which is a key element in the pricing and valuation process.…
$60 In stock
Course Type:PDF & EXCEL download
Files Included:4 PDFs & 3 worksheets
No. of pages:43
Flowchart of the process for pricing interest rate swaps Pricing of a Basis Swap Pricing Amortizing floating for floating Currency Swap Pricing a floor in the swap market Value of binary puts