Pricing Interest Rate Derivatives 2018

  • 06-07 Jun 2018
  • Radisson Blu Portman Hotel, London, United Kingdom

Description

Pricing Interest Rate Derivatives 2018 is a conference focused on how to model and price Interest Rate.

Pricing Interest Rate Derivatives 2018 covers topics such as:

  • Yield Curve Construction
  • General concepts and principles and relevance of the Credit Support Annex
  • Introduction to non-linear IR Derivatives and Volatility Modelling
  • Convexity and the Cheapest To Deliver Collateral Option
  • Bermudan Swaptions
  • SABR Extensions and Alternatives; Introduction to CMS-based products
  • Inflation Derivatives

Pricing Interest Rate Derivatives 2018 brings together regulatory bodies, financial institutions and advisory firms.

Past Events

Important

Please, check "Pricing Interest Rate Derivatives" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance
Government & Global Issues: Law & Regulations

Other Events with Similar Categories

Other Events with Similar Location or Organizer

Featured Conferences & Exhibitions