Fixed Income Derivatives – Course in Stockholm

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 in Fixed Income Derivatives

Course description

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

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

Course Prerequisites

A general knowledge of derivatives is required.


Jørgen Just Andresen


Date 11 Nov 2019 - 12 Nov 2019
Course days 2
Location Stockholm
Language English
Level Intermediate
Price SEK 15.500. The price includes course material, lunch and refreshment.