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Interest Rate Derivatives 2: 2nd Generation Tech.
    London Financial Studies -
2 days - Intermediate - Public - Price on application (includes materials, equipment/machinery, lunch, refreshments)
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- visit website http://www.londonfs.com
| Venue | Dates
| | 1 | 34 Curlew St,
Butler's Wharf,
London, SE1 2ND | 16 Feb 2009 to 17 Feb 2009
8 Jun 2009 to 9 Jun 2009 |
Description and objective: A comprehensive seminar on pricing and managing second generation interest rate derivatives.
What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace.
This intensive seminar is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives such as Constant Maturity Swaps and Quantos. Seminar groups are kept small and more than half of the course is devoted to practical workshops.
Suitability: * Quantitative Analysts
* Risk Managers
* Financial Engineers
* Traders and Structurers
* Researchers and others who manage interest rate risk
Contact London Financial Studies
| Phone | +44 (0)20 7378 1050 When calling be sure to mention Training Pages
| Fax | +44 (0)20 7378 1062 |
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