7 August 2020
Fixed Income Derivatives
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.
Søren Bundgaard Brøgger
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.
No scholarships available