This one day advanced intensive course covers multiple aspects of swaps and the swap markets. Pricing of and risk management uses of interest rate, currency, credit default, and variance swaps will be covered along with a discussion of the continued emergence of swap execution facilities and other industry related enhancements. The day will conclude with a look at how block chain technology and crypto swaps are working their way into the swap markets.
Prerequisites: Understanding of Basic Swap Contracts
Who Should Attend: Investment professionals from both the buy side and sell side who are involved in applying swaps for speculation and/or risk management purposes.