Here is the first course on pricing interest rate swaps and cross currency swaps divided into three separate sections that address basics of interest rate swaps, term structure modeling and boot strapping and mark to market and valuation.
(If you would like to buy the pdf version of Pricing Interest Rate Swap course along with the supporting excel file, please see our Online Value at Risk (VaR) and IRS Pricing store)
Basics
Online Finance Course – Pricing Interest Rate Swaps (IRS) – Terminology and Notation
Online Finance Course – Pricing Interest Rate Swaps – More terminology
Online Finance Course – Pricing Interest Rate Swaps – What is a Swap?
Online Finance Course – Pricing Interest Rate Swaps – Process
Modeling the Term structure, zero curve and forward curve
Online Finance Course – Pricing Interest Rate Swaps – Fixing the term structure
Online Finance Course – Pricing Interest Rate Swaps – Calculating the zero curve
Online Finance Course – Pricing Interest Rate Swaps – Calculating the forward curve
Mark to Market (MTM), Pricing and Valuation
Online Finance – Pricing an Interest Rate Swap – Calculating the MTM of the Swap
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Online Finance – Pricing Interest Rate Swaps – Pricing Basis Swap