Interest Rate Swaps

Interest Rate Swaps are analyzed, considering a variety of different structures, pricing and valuation, & applications.

This course looks at interest rate swaps in detail. First, swaps in general are introduced, then we will be looking at the structure of the most common type of interest rate swap – the fixed or floating interest rate swap. We will also consider a variety of different structures, pricing and valuation, and applications – both risk management and speculative.

What you’ll learn

  • You’ll learn about pricing interest rate swaps.
  • You’ll learn the applications of interest rate swaps.
  • You’ll learn the features and functions of OTC clearinghouses and how they work.
  • You’ll learn various risk concerns with interest rate swaps and solutions for risk management.

Course Content

  • Introduction to Interest Rate Swaps –> 3 lectures • 29min.
  • Risk Management of Floating Rate Liabilities –> 4 lectures • 42min.
  • OTC Clearinghouses –> 3 lectures • 34min.
  • Swap Pricing and Valuation –> 4 lectures • 45min.
  • Risk Management with Interest Rate Swaps –> 6 lectures • 58min.

Interest Rate Swaps

Requirements

This course looks at interest rate swaps in detail. First, swaps in general are introduced, then we will be looking at the structure of the most common type of interest rate swap – the fixed or floating interest rate swap. We will also consider a variety of different structures, pricing and valuation, and applications – both risk management and speculative.

This course contains 20 lectures within 5 sections:

  • Introduction to Interest Rate Swaps
  • Risk Management of Floating Rate Liabilities
  • OTC Clearinghouses
  • Swap Pricing and Valuation
  • Risk Management with Interest Rate Swaps
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