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
– 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


A general knowledge of derivatives is required.


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 is also an external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planing) 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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