The interest rate swaps market is a vital component of the global derivatives market, therefore a solid understanding of the mechanics of swaps is a requisite for every derivatives professional.
Interest-rate swaps have also become an integral part of the fixed-income market and a good understanding of their pricing, trading, and the risks associated with them are fundamental for anyone looking to gain an understanding of today's financial markets.
This course has been designed to provide the participants with a complete overview of the basic structure of interest rate swaps, their characteristics and features. We will also examine the application, pricing, trading and risks associated with these derivative instruments including single-currency, cross-currency and asset swaps.
Candidates can choose to enrol on any of the available class formats - Daytime Release, Weekend or Evening Series.