Interest Rate Swaps are analyzed, considering a variety of different structures, pricing and valuation, & applications.
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This course includes:
This course looks at interest rate swaps in detail. First, swaps in general are introduced, then we will be looking at the structure of the most common type of interest rate swap - the fixed or floating interest rate swap. We will also consider a variety of different structures, pricing and valuation, and applications - both risk management and speculative. This course contains 20 lectures within 5 sections:

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