Workshop: Introduction to Swap contracts.

Content:

 I) Generality on Swap contracts. Economic motivation

 II) Interest Rate Swaps. Equilibrium Swap Rate and valuation of Swaps. The term structure of Swap rates.

III) Commodity Swaps and other Exotics

IV) Credit Default Swaps

Contact Prof Geronazzo for additional information

Starting: April, 2014 

(Interested students may earn 3 credits upon attending the workshop)

Workshop: Introduction to Swap contracts.

Content:

I) Generality on Swap contracts. Economic motivation

II) Interest Rate Swaps. Equilibrium Swap Rate and valuation of Swaps. The term structure of Swap rates.

III) Commodity Swaps and other Exotics

IV) Credit Default Swaps

Contact Prof Geronazzo for additional information

 (Interested students may earn 3 credits upon attending the workshop)