Interest Rate Swaps: Structure, Pricing & Risk Management
Interest Rate Swaps | Risk Management | Hedging | OTC Clearinghouses | Swap Valuation | Floating Interest Rates
4.44 (1543 reviews)
8,458
students
3.5 hours
content
Mar 2025
last update
$64.99
regular price
What you will learn
Describe the details of interest rate swaps and how they are priced
Use IRS to implement effective risk management strategies to mitigate the potential impact of interest rate movements on floating rate liabilities.
Understand the features and functions of OTC clearinghouses and how they work
Appreciate the various risk concerns with interest rate swaps and solutions for risk management
Calculate the potential impact of interest rate movements on floating rate liabilities using appropriate risk management tools.
Evaluate the suitability of different interest rate swap structures to manage the risk of floating rate liabilities.
Determine the fair value of an interest rate swap using various pricing models and techniques.
Analyze the impact of different interest rate scenarios on the value of an interest rate swap.
Use appropriate pricing tools to calculate the net present value of an interest rate swap.
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179500
udemy ID
3/9/2014
course created date
11/22/2019
course indexed date
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