Modern Yield Curve Stripping & Interest Rate Risk Management
$22.99
Description
This class will tackle about the problem of Yield Curve Stripping. Nothing is overly complicated, however there are a lot of different algorithms and 'the devil lies in the details'. As the Interest Rate market is very liquid and competitive, any mistake can lead to an arbitrage in your valuation. Your Yield Curve modeling will also have a strong impact on your Risk Management.Master the best practices for Yield Curve Stripping.The Risk Free Rate, Bonds and Swaps and their market conventionsSimp
