Pricing Interest Rate Swaps – Module II – IRS & CCS

Course Details

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  • Non Print version – $6.99
  • Print version – $9.99
  • EXCEL Example – $9.79

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Course Title

Buy Print or Non Print Version

Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
Pricing IRS – Module I – Term Structures
Pricing IRS – Module I – Term Structures

EXCEL Example

Pricing IRS – Module II – IRS and CCS
Pricing IRS – Module II – IRS and CCS

EXCEL Example

Pricing Interest Rate Options – Module III
Pricing Interest Rate Options – Module III EXCEL Example
Derivatives Terminology Crash Course

Course Contents

Pricing and Valuation

1. Pricing Interest Rate Swaps (IRS)

    a.           Pre-requisites
    b.           Pricing Coupon Swaps or Fixed for Floating Swaps
    c.           Pricing Basis Swaps or Floating for Floating Swaps

2. Pricing Cross Currency Swaps

    a.           Fixed for Fixed Currency Swap
    b.           Floating for Floating Currency Swap
    c.           Amortizing Floating for Floating Currency Swap

Number of pages

13

File Size

750 KB

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Pricing Interest Rate Swaps – The valuation and MTM course