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Global Financial Markets Institute»Swaps – Intermediate

Swaps – Intermediate

Course Objectives

By the end of the course, participants will be able to:

  • Describe the yield curve including the different types and sources
  • Explain spot and forward curves and their application in valuation and pricing interest rate swaps
  • Differentiate between SOFR and OIS discounting
  • Discuss the role of SOFR futures in pricing and valuation of interest rate swaps
  • Analyze managing the market risks associated with running an interest rate swaps book
  • Explain the pricing and application of interest rate options

Suggested Prerequisites:

  • Fundamentals of the Capital Markets / Securities Industry
  • Swaps
  • Futures and Forwards
  • Bond Math or equivalent knowledge

Program Level: Intermediate

Advance Preparation: None

Computers and Financial Calculators: Calculators

Recommended CPE Credits: 7

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  • About Us
    ▼
    • Our Story
    • Our Team
    • Our Clients
    • Strategic Alliance
    • Our Associations
  • Services
    ▼
    • Training Needs Analysis
    • Custom Built Training
    • Subject Matter Experts
  • Training Courses
    ▼
    • Alternative Investments
    • Asset Liability Management
    • Capital Markets
    • Commodities
    • Corporate Finance Course
    • Credit and Credit Analysis Course
    • Credit Derivatives
    • Derivatives
    • Digital Assets
    • Economics
    • Equities
    • Financial Statement Analysis Accounting
    • Fixed Income Courses
    • Foreign Exchange
    • Insurance
    • Municipals
    • Mutual Funds and ETFs
    • Operations
    • Portfolio Management
    • Quantitative Methods and Excel
    • Regulation and Compliance
    • Risk Management
    • Securities Lending — Repurchase Agreements
    • Securitization and Structured Finance
    • Structured Products
    • Wealth Management
  • Training Methods
    ▼
    • Classroom Training
    • Virtual Instructor-Led Training (VILT)
    • Online Learning — eLearning
    • Financial Simulation
    • Blended Learning
  • Insights
    ▼
    • eNews
    • Articles
    • Glossary
    • Blog
    • Case Studies
  • Contact us
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