Back To Calender ยป
- Description:
This a technically demanding course on the new paradigm for pricing interest-rate derivatives post-2008, with OIS discount curves and decoupled forward LIBOR curves with tenor-dependent liquidity premiums.
This a technically demanding course on the new paradigm for pricing interest-rate derivatives post-2008, with OIS discount curves and decoupled forward LIBOR curves with tenor-dependent liquidity premiums. - Objectives:
N/A
- Audience:
Traders, structurers, quants, risk-management.
- Prior Knowledge:
A sound familiarity with swaps and their valuation.
Registration is closed for this event. For more information or questions, please email: academy@adgm.com