Fixed income derivatives

Ects : 6
Compétence à acquérir :
Participants will learn how banks, portfolio managers and corporate treasuries use rates derivatives alike in the management of risks, for trading, hedging and arbitrage and their role in the day-to-day running of the finances of businesses.

Description du contenu de l'enseignement :
Interest rate derivatives, investment and hedging
The objective of the course is to give an all round comprehensive knowledge and understanding of the theory and the day-to-day use of interest rates derivatives, for both investment and hedging purposes.