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Global Macro & Interest Rate Derivatives: G10, Emerging Markets and Beyond
Overview
This course provides a practical introduction to Interest Rate Derivatives, equipping participants with the skills to price, trade, and manage risk across financial markets. Participants will explore key pricing concepts like bootstrapping, zero-coupon curves, and forward curves, while developing risk management techniques to navigate various market scenarios. The course also covers using derivatives to express macroeconomic views, bridging theory with real-world applications. By the end, participants will have the tools and insight to confidently engage with Interest Rate Derivatives in professional settings.
Learning Objectives
Understand how to use Interest Rate Derivatives in different roles
Grasp major pricing concepts like bootstrapping, zero-coupon curve, forward curve
Develop risk management techniques to manage multiple scenarios
Express Macro views using derivatives
Who the course is for
Anyone seeking practical insights into interest rate derivatives which include:
Bank traders, market makers, sales, structurers, market risk
Portfolio managers, execution traders
Corporate treasurers, private bankers
Operations, mid and back office personnel, brokers
Graduate students and aspiring professionals aiming for careers in financial markets
