E-learning Modern Bootstrapping @ Treasury Services
“The pricing of derivatives and the calculation of risks, fair value and market-to-market of financial products has changed. Multiple curve bootstrapping has arrived!”Description: This is an advanced training about how to construct a correct discount curve and forward interest rate curves via dual curve bootstrapping and how to use these curves in derivatives pricing and the calculation of risks, fair values and market-to-market of financial products.
The participant may expect that after having followed the training:
- Is aware of the recent changes in derivatives pricing and financial calculations.
- Knows how to construct a discount curve and knows how to use it.
- Knows how to construct forward yield curves and knows how to use them.
- Has knowledge to set up a risk control framework for interest rate environments.
- Has acquired the skills to develop advanced interest rate risk management techniques.
This advanced training requires good mathematical skills. This training assumes that you have the knowledge about the training “Interest Rates and Interest Rate Risk”.
Treasurers, front- and back-officers, controllers, financial managers, risk managers, people in corporate finance functions and leasing, auditors and accountants.