Interest Rate Swaps: Pricing and Related Concepts

Interest Rate Swaps: Pricing and Related Concepts

One of the most common types of derivative is an Interest Rate Swap. In this video, David explains how to price Interest Rate Swaps from other instruments, and introduces the yield curve and the concept of basis swaps.

Join now to watch

Our videos are only available to subscribers. Access this and 100s of other videos by signing up.

Related videos

FX Options (3/3): Greeks

FX Options (3/3): Greeks

Kees van den Aarssen16:11