Yield Curve Construction

Course Provider:

IMPACT Training and Development

Course Duration:

2 Days

Course Content:

Interest Rate Arithmetic, Different Interest Rates, Par Curve, Spot Curve, Forward, Constructing Money Market Yield Curves, Constructing Capital Market Yield Curves, Problems and Interpolations, The Importance of Discount Factors, Applications of Yield Curves for Valuation, Case Studies.

Suitable for:

Arbitrageurs, Traders, Sales People, Risk Managers, Internal Auditors, IT Managers, Middle Office Managers, Corporate Treasurers, Investment Managers, Liability Managers, Property Managers, New Entrants to this Area.

Course can be tailored to meet specific needs and audiences.