Interest Rate Derivatives

ACF Consultants USA
Training overview
2 days
2,300 USD + tax
Next start date: 1/15/2020 - New York City
Classroom / Public

Course description

Interest Rate Derivatives Seminar

Interest Rate Derivatives - 2 day course for professionals in fixed income or derivatives

This Interest Rate Derivatives course provides a clear understanding of the practical of use interest rate derivatives.

Run throughout the year in both London and New York, the intensive two-day seminar:

  • Explains how a zero-curve and set of discount factors can be constructed from market prices
  • Provides a detailed explanation of the principles of zero-coupon  and OIS-LIBOR pricing
  • Demonstrates how to price, value, and hedge swaps, caps and floors, swaptions, and cancellable swaps

Furthermore. the seminar consolidates the learning experience by giving delegates hands-on practice with ACF’s sophisticated pricing, analytical and trading software.

After attending this program, delegates will:

  • Gain a clear appreciation of the range of interest rate derivative products
  • Understand how interest rate derivatives are priced
  • Experience dynamic practical hedging and trading of the products
  • Be more aware of interest rate risk issues and how to manage them
  • Be able to deliver more relevant and innovative solutions

Who should attend?

This course is suitable for anyone working in fixed income or derivatives.

An understanding of time value of money and bond math is necessary for participants to succeed on this course.

Training Content

This intensive course is structured as follows:

Day 1

  • Interest Rate, Currency, and Asset Swaps
  • Yield Curves and Zero-Coupon Pricing
  • Pricing and Valuing Swaps

Day 2

  • Interest Rate Options
  • Interest Rate Derivative Structures
  • Hedging with Interest Rate Derivatives

Workshops, simulations and case studies are used throughout to illustrate the topics covered.


The cost of this Credit Derivatives course is:

  • London: £1,925 + VAT per delegate 
  • New York: $2,750 per delegate 

In-House / In-Company Training

This course is also available as an in-house program, where the dates and precise content can be tailored to suit your requirements.

Certification / Credits

This course is worth 14 CPE credits.

About ACF Consultants USA

ACF Consultants - Financial training for Professional Development

ACF Consultants - World-class financial training for Finance Professionals

ACF Consultants are a top-quality financial training provider that are renowned for delivering innovative courses for some of the largest and most demanding financial institutions in the world. Offering open seminars using their uniquely blended learning techniques, ACF Consultants are...

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Contact info

ACF Consultants USA

45 Broadway
NY 10006 New York

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