Modern Yield Curve Stripping & Interest Rate Risk Management
Calculate precisely Discount Factors, Forward Rate and Sensitivities from a Swap Curve.
4.28 (9 reviews)
86
students
3.5 hours
content
Feb 2023
last update
$44.99
regular price
What you will learn
Understand Interest Rate Swap and RFR (Risk Free Rate)
Compute Discount Factor and Sensitivities
Price Forwards for RFR and other Indexes
Calculate DV01 and Risks for a portfolio
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4973846
udemy ID
11/12/2022
course created date
2/22/2023
course indexed date
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