Credits: 15
Module Convenor: Mr Efe Acaroglu
The main goal of this module is to focus on Interest Rate Swaps structures and how they are used in financial markets. It aims to explain basic concepts and features of Interest Rates Swaps. While doing that, it touches upon various types of interest rates and participants spend time on building a yield curve. Based on this background information, it delves into economics, valuation and pricing of swaps. The course also covers other interest rate derivatives such as bond futures and options.
Assessment: 80.0% Examination, 20.0% Coursework