This course guides learners through interest rate risk hedging, covering its impact and the role of derivative contracts like swaps. It offers a deep dive into the swap yield curve and the methods of deriving forward and spot rates from market data.
Participants will explore various financial instruments and learn their practical applications for effective hedging and risk mitigation. With a mix of theory and real-world case studies,
attendees will gain both knowledge and the skills to apply it strategically in the face of interest rate fluctuations.
I. Interest Rate Risk
III. Swap Yield Curve
IV. Pricing and Valuation of a Swap
V. Futures, Forwards, and Options