This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

A Masterclass in Derivatives
TBC, Online
Register Interest
Menu
More Info
Agenda - Module 1keyboard_arrow_right

Agenda - Module 1

search

Agenda - Module 1

search
Yield Curve Derivatives: Hedging/Arbitraging Taxonomy, Markets Linkage & Overview
    Forward Rate Agreements (FRAs)
      Fundamentals of Yield Curve Construction, Interest Rate Swaps & Micro-Structure
        Stochastic Floating Cash Flow Valuation (Some Key Results)
          Swap Yield Curves & Zero-Coupon Valuation
            Off-Market Swap Points
              Interest Rate Futures
                Principal Component Analysis (PCA) & Swap Pricing
                  FX Currency Swaps
                    Non-Standard & Off-Market Swaps
                      NextAgenda - Module 2
                      Choose Day