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 (8)

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

11 Nov 2019

Fixed Income Derivatives

I think we had a good balance of discussions, tasks and presentations. Really enjoyed that there was not that many people because that gives room for more questions. The instructor was clear and explained difficult subjects easy.

Karoline Strand

Sparebanken Vest Boligkreditt

11 Nov 2019

Fixed Income Derivatives

Expectations were exceeded. 2nd course I've taken with Jørgen and I'm very pleased.

Erik Salomonsson

Handelsbanken Capital Markets

11 Nov 2019

Fixed Income Derivatives

The instructor is very good in theory and practice. Doing great on all levels.

Christer Pihlstål

AVM Financial Limited

10 Apr 2019

Fixed Income Derivatives

Excellent overview of the different derivatives and trading strategies. Great examples on the board and excercises. The instructor was very easy to follow and gave good examples.

Søren Høg

Scanrate Financial Systems

10 Apr 2019

Fixed Income Derivatives

Godt med hands-on eksempler. Og godt at det ikke drukner i formler. Fint med spørgsmål. Fint med at skrive på whiteboard "ovenpå" slides.

Christian Lauritzen

Scanrate Financial Systems

10 Apr 2019

Fixed Income Derivatives

Rigtig fint med praktiske eksempler og exercises. Instruktøren var pædagoisk og gav sig god tid til at forstå og spørge ind.

Thomas Ho Pedersen

PFA Asset Management

10 Apr 2019

Fixed Income Derivatives

Very good overall. Excellent instructor.

Troels Knold Rasmussen

Scanrate Financial Systems

Dates

17 Apr 2024 - 18 Apr 2024

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 has worked for a number of years as external lecturer at 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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