Derivatives         3 comments

At a introductory level the course introduces forwards, futures and options (calls and puts). We review payoff profiles for the above mentioned derivative products and close the course by synthetically create a forward contract using a call and a put.

 Derivatives         2 comments

In this course we will cover the pricing of caps and floors, accrual swaps, range accrual notes and commodity linked notes.

The reader may like to review the content pertaining to the derivation of the zero curve and forward rate curve in the course “Pricing Interest Rate Swaps – Module I” before starting on this course.

 Derivatives         3 comments

Pricing floating for floating or basis swaps, except that zero curves and forward rates will be derived for both legs of the swap accordingly.

 Derivatives         4 comments

First course on pricing interest rate swaps and cross currency swaps, that address basics of interest rate swaps, term structure modeling and boot strapping and mark to market and valuation.

 Small Business         5 comments

While the Credit Analysis course started the discussion on financial and operating leverage and the thinking behind the borrowing decision, the Credit Process course focuses on the lending side of the equation.