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 (22)

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

09 Apr 2018

Fixed Income Derivatives

Good balance of exercises and teaching. Excellent instructor.

Rune Aas

Sparebanken Vest

09 Apr 2018

Fixed Income Derivatives

Very informative course that provided good insight into the topic. The teaching method was excellent with theory and practical examples which could have been even more. Thank you for high professionalism and ability to effectively explain complex material!

Jelena Rakova

Nordea

09 Apr 2018

Fixed Income Derivatives

Excellent course. The mix of exercises and presentations was very good. The instructor was loud and clear and always had an answer to the questions asked.

Tommy Johansson

SKF International AB

09 Apr 2018

Fixed Income Derivatives

Very good course, useful in my daily work. Very good teaching methods, both practical and theoretical. Excellent instructor. Good at balancing a difficult topic and make it easy and understandable.

Helene Bløcher

Nordea

09 Apr 2018

Fixed Income Derivatives

Really good combination of current legislation, the features of the instruments and market practice.

Christer Carlsson

Handelsbanken

09 Apr 2018

Fixed Income Derivatives

The course gave a good overview of derivatives and also fulfilled the need for more detailed level of knowledge. Jørgen had good knowledge of the subject and could answer most of the questions without hesitation.

Kare Westerlund

iSEC Services AB

09 Apr 2018

Fixed Income Derivatives

We have been lacking education about these instruments though we have clients trading them. It's given me a lot of info that will be useful for our work. I like the teaching methods. It's quite heavy subjects so it's good with practical examples and breaks every hour are essential for focusing.

Jacob Holmström

iSEC Services AB

16 May 2017

Fixed Income Derivatives

Good with relevant exercises and examples. Great teacher.

Petter Huusko

Vattenfall AB

16 May 2017

Fixed Income Derivatives

Super teaching methods and instructor. Good location, excellent fika!

Maria Brünteson

Handelsbanken

16 May 2017

Fixed Income Derivatives

Very good and clear presentation and explanation, giving insigt and understanding. Impressed by the competence of the instructor.

Linda Bergenheim

SEB

16 May 2017

Fixed Income Derivatives

Happy with mix of info and examples. Broaden my knowledge. Great pace and material.

Christofer Hedlund

Sveaskog

04 Mar 2017

Fixed Income Derivatives

Perfect sessions. Paedagogic teaching methods. Teacher had high competencies.

Robert Sahlberg

04 Mar 2017

Fixed Income Derivatives

The course was very good and informative. I can apply much of these things I learned in my daily work. The examples are very helpful. It's difficult to understand the theory sometimes but drawings/examples helps a lot. Jørgen seems very knowledgeable and in control of the material he teaches. Very good course facilities - chairs were comfortable, food was good.

Monica Finnøy Draper

04 Mar 2017

Fixed Income Derivatives

Very satisfied with the teaching methods. Excellent course facilities.

Oli Mortensen

04 Mar 2017

Fixed Income Derivatives

It's good to get a broader picture and background to daily week tasks. Very engaging and also challenging in a good way. Very good explanations and practical examples connected to theory. Excellent teacher and lovely course facilities.

Margit Sikk

Dates

23 Nov 2021 - 24 Nov 2021

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) in 2016.

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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