E-learning Modern Bootstrapping @ Treasury Services

06/09/2016

E-learning

“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.

Objectives:

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.

Level:

This advanced training requires good mathematical skills. This training assumes that you have the knowledge about the training “Interest Rates and Interest Rate Risk”.

Audience:

Treasurers, front- and back-officers, controllers, financial managers, risk managers, people in corporate finance functions and leasing, auditors and accountants.

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