Fixed Income Derivatives

Course description

Since the financial crisis, hedging, trading, pricing and risk measurement of fixed income derivatives have changed. The course will provide you with an in-depth knowledge of how to use fixed income derivatives for trading and hedging as well as how to measure and manage risk. Exercises will give you hands-on experience with using fixed income derivatives. More advanced swap structures will be introduced and analysed.

Course content

– Cap, Floors and Collars
– Cross Currency Swaps
– Interest Rate Swaps
– Repos
– Swaptions
– Asset Swaps
– OIS-discounting
– OTC and Central Clearing
– EMIR
– IBOR Transition

The course is relevant to

– Swap Dealers
– Fixed Income Portfolio Managers
– Risk Managers
– Controllers
– Fund Managers
– Account Managers
– IT-consultants
– Financial Consultants
– Regulators
– Internal Auditors
– Compliance
– Graduates
– Analysts
– Backoffice Employees
– Middle Office Employees
– Operations

Prerequisites

A general knowledge of derivatives is required.

Reviews of this course (4)

18 Apr 2024

Fixed Income Derivatives

Exceeded expectations.

Dalia Izabel Murad

Vattenfall

18 Apr 2024

Fixed Income Derivatives

Very good. Applicable to my work and broadened my knowledge/understanding. Great relation between theory and practice. Instructor explains everything in an understandable way.

Sofia Åhrman

If Insurance

18 Apr 2024

Fixed Income Derivatives

5/5

Christine

LB

30 Mar 2023

Fixed Income Derivatives

Underviseren er virkelig god til at forklare sig og svare på spørgsmål. Dejligt med en masse figurer og eksempler.

Sissel Gøbel

Forenede Gruppeliv

Dates

5 May 2026 - 6 May 2026

We are currently planning future dates.

Please contact us for more information.

Instructor on this course

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen also works as an external lecturer at CBS (Copenhagen Business School) and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

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