Modern Yield Curve Stripping & Interest Rate Risk Management

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  • The lowest price of Modern Yield Curve Stripping & Interest Rate Risk Management was obtained on July 30, 2025 4:12 pm.

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Last updated on July 30, 2025 4:12 pm
Modern Yield Curve Stripping & Interest Rate Risk Management
Modern Yield Curve Stripping & Interest Rate Risk Management

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Modern Yield Curve Stripping & Interest Rate Risk Management

★★★★★
$44.99
$14.00
 in stock
Udemy.com
as of July 30, 2025 4:12 pm

Calculate precisely Discount Factors, Forward Rate and Sensitivities from a Swap Curve.

Created by: Olivier Moreau
Risk Analyst
Rating:4.28 (9reviews)     84students enrolled

What Will I 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

Requirements

  • Basic knowledge of Interest Rate (IR) products

Target audience

  • People in finance who are in need of precise Interest Rate Pricing.

Modern Yield Curve Stripping & Interest Rate Risk Management Videos

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