Insight Series: Introductory Swap Pricing
Insight Series: Introductory Swap Pricing
Learn how to price a range of swap transactions by learning more about the essential elements of swap pricing.
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Program Outline
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Program Summary
| TITLE: | Introductory Swap Pricing |
| CE: | 3hrs |
| FEE: |
Member - $478.50 including GST Non Member - $594.00 including GST |
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Sydney March 22, 2012 |
9:00am - 12:00pm |
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About the Speaker
Alex Palfi, Principal, Tykoh Group Pty Ltd
Alex Palfi is a Principal of Tykoh Group Pty Ltd – an Australian based training provider specialising in tailored one and two day workshops on technical finance and business topics.
Prior to setting up Tykoh Alex was a Division Director at Macquarie Group in Sydney. In that role he developed a range of finance workshops and presented those in Australia and at other international locations. Those workshops focused on financial modelling, valuation, derivatives, credit risk and Visual Basic programming.
In earlier roles Alex worked for a number of financial services organisations as a financial software developer and lectured at Technical Institutes in New Zealand in programming and electrical engineering. Alex’s university qualifications are in engineering. He obtained Masters and Bachelors degrees in Electrical Engineering from the University of Canterbury in New Zealand.
About this program
The Financial Mathematics series of three-hour workshops help you understand relevant mathematical concepts by working through practical examples of each concept to reinforce the theory. The Introductory Swap Pricing workshop will give you an understanding of the essential elements of swap pricing and how to price a range of swap transactions.
This workshop is suitable if you’ve had no previous experience with swaps, but there are some mathematical concepts which you’ll need to understand. Take a look at the Program Brochure (link to asset) for more information on the level of required knowledge for this workshop.
What will you learn?
With a heavy emphasis on worked examples, you will learn more about:
- Fixed/floating interest rate swap mechanics and valuation;
- Annuity factors;
- Discount factors;
- Cross-currency swap mechanics and valuation;
- Pricing Forward Rate Agreements (FRA); and
- Pricing Overnight Index Swaps (OIS).
Testimonials
This workshop has really helped me move beyond my current level of understanding.