This course will give delegates knowledge of how to price fixed bonds, floating rate bonds, callable bonds and interest rate derivatives. It will look at how to price and manage conversions and model them. Furthermore, challenges surrounding bond curves such as, fitting, calibrating a yield curve and bootstrapping a curve will be covered. Teaching on factors affecting the pricing of Bermudian swaptions and modelling them whilst ending with modelling interest rate derivative volatility will close the course.
Relevant departments may include but are not limited to:
You are brilliant. My team are outsourcing most if not all of our training to you at the moment.
Mizuho
One of the best seminars I have attended. I liked the way actual experiences with products discussed were integrated into the presentations
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BNY Mellon
Very dynamic. Nice to have various different speakers. Very good to have full-time presence from Risk Training logistics staff. Speakers were all very technical and worthwhile
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European Central Bank
Excellent industry history and in-depth knowledge
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Barclays
Knowledgeable speakers and thoughtful presentations
Accenture
The speakers were very good and the topic was very interesting to me
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BBVA
The learning is mutual when delegates and speakers bring such rich experience from industry and academia. Also inspiring to see so many senior people so motivated to learn new things.
Morgan Stanley