The aim of this advanced SWAPS course is to provide participants with the skills and techniques necessary to understand, analyse, assess and utilise the Swaps market.
We will address non-generic and exotic swap products, terminology, pricing methodology, risk management and product applications.
By the end of this advanced SWAPS course, participants will be able to:
Teaching methodology will include discussions, casework, exercises and computer-based exercises.
Complete the pricing and hedging of the Swap
Demonstrating hedge effectiveness
Exercise: Pricing simple non-generic Swaps
Case Study: Transportation (British Airways and a European Company)
Exercise: Valuing an Asset Swap
Case study: Demonstrating an effective hedge for a portfolio
Case Study: Understanding delta hedging
Case Study: Comparing Caps, Collars and Swaps
Case Study: Use combinations to achieve desired view
Case Study: An analysis of Structured Products understanding the components