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NYIF: FX Markets Derivatives, Cross Currency Swaps, and Credit Derivatives

Learn about Credit Default Swaps (CDS) and other factors used in pricing and trading credit default products.

FX Markets Derivatives, Cross Currency Swaps, and Credit Derivatives
3 semanas
1–2 horas por semana
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Costo de inscripción
215 US$

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Sobre este curso

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Learn about Credit Default Swaps (CDS), and the basic information such as bankruptcy; restructuring; hazard rate; survival probability; credit spread; and other factors used in pricing and trading credit default products. We will also present some of the mathematical formulations and their applications to trading CDS.

As mentioned, the CDS market has grown drastically, and many new products and indices have been introduced. We will discuss some of these products and indices, and help you to get an overview of this exciting and somewhat complicated market today.

We're going to wrap up this course by going through a brief overview of asset swaps and the basic structure of them. The examples of asset swaps and their applications will be discussed.

De un vistazo

  • Institution NYIF
  • Subject Economía y finanzas
  • Level Introductory
  • Prerequisites

    • Intermediate MS Excel skills (use solver, etc.)

    • Basic probability

    • Basic calculus

    • Some knowledge of equity markets

    Knowledge of fixed income basics

  • Language English
  • Video Transcripts اَلْعَرَبِيَّةُ, Deutsch, English, Español, Français, हिन्दी, Bahasa Indonesia, Português, Kiswahili, తెలుగు, Türkçe, 中文
  • Associated programs
  • Associated skillsCredit Default Swap, Credit Defaults, Credit Derivatives, Derivatives, Bankruptcies

Lo que aprenderás

Omitir Lo que aprenderás
  • Explain Credit Default Swaps (CDS) and their importance in finance.

  • Describe CDS, their basic parameters, and their valuations.

  • Understand how to apply CDS to investment, hedging, and structuring.

  • Understand CDS, Credit Default Swap Index (CDX), and various other indices created to meet financial needs.

Understand Asset Swaps and their applications.

Plan de estudios

Omitir Plan de estudios

Module 01: Foreign Exchange Markets

Lesson 01: Overview

Lesson 02: Managing FX Risk

Module 02: Foreign Exchange Forwards and Futures

Lesson 01: Overview

Lesson 02: Deliverable and Non-Deliverable Forwards

Module 03: FX Swaps and Cross Currency Swaps

Module 04: Swaps and CDS

Lesson 01: Interest Rate Derivatives: Futures

Lesson 02: Asset Swaps

Lesson 03: Credit Derivative

Lesson 04: Portfolio Credit Default Swap

Lesson 05: Credit Indices

Module 05: Case Study

Este curso es parte del programa Derivatives Professional Certificate

Más información 
Instrucción por expertos
6 cursos de capacitación
A tu ritmo
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4 meses
1 - 2 horas semanales

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