Denmark, Aarhus

Fixed Income Derivatives

when 27 July 2020 - 7 August 2020
language English
duration 2 weeks
credits 5 EC
fee EUR 343

Fixed income derivatives – such as interest rate swaps, bond futures, cross-currency swaps, caps, floors and swaptions – are some of the most liquidly traded financial instruments and they underpin much of the financing activity of the corporate and financial sector.

Using quantitative tools from the industry, students will learn how to characterize and decompose financial risks and how derivatives can be used to hedge or take risk. The course is relevant for students interested in pursuing careers within investment banking, capital markets, asset management, corporate treasuries etc.

Course leader

Søren Bundgaard Brøgger

Target group

Master's level

Fee info

EUR 343: Exchange students: No Fee

Freemovers, EU/EEA: 343 EUR

Freemovers, NON-EU/EEA: 858 EUR

Books, course materials, social programme, and housing are not included in the fee.

Scholarships

No scholarships available