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FX Markets Derivatives, Cross Currency Swaps, and Credit Derivatives
Learn about Credit Default Swaps (CDS) and other factors used in pricing and trading credit default products.
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Course by
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Self Paced
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English
Term-Structure and Credit Derivatives
This course will focus on capturing the evolution of interest rates and providing deep insight into credit derivatives. In the first module we discuss the term structure lattice models and cash account, and then analyze fixed income derivatives, such as Options, Futures, Caplets and Floorlets, Swaps and Swaptions. In the second module, we will examine model calibration in the context of fixed income securities and extend it to other asset classes and instruments. Learners will operate model calibration using Excel and apply it to price a payer swaption in a Black-Derman-Toy (BDT) model.
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Course by
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Self Paced
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14 hours
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English
Economics of Money and Banking
The last three or four decades have seen a remarkable evolution in the institutions that comprise the modern monetary system. The financial crisis of 2007-2009 is a wakeup call that we need a similar evolution in the analytical apparatus and theories that we use to understand that system.
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Course by
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Self Paced
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33 hours
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English