Show as: Mobile

Interest Rate Derivatives

ACF Consultants
Course summary
Length: 2 days
Price: 1,925 GBP, 2,750 USD excl. VAT
Course type: Open / Scheduled
Next available date: 10/12/2018 - London
Rating: (11 Reviews)
Course home page: Link
Course Dates
1,925 GBP
1,925 GBP
New York
2,750 USD
2,750 USD
2,750 USD

Course description

Interest Rate Derivatives Seminar

Interest Rate Derivatives - 2 day course for professionals in fixed income or derivatives

This Interest Rate Derivatives course provides a clear understanding of the practical of use interest rate derivatives.

Run throughout the year in both London and New York, the intensive two-day seminar:

  • Explains how a zero-curve and set of discount factors can be constructed from market prices
  • Provides a detailed explanation of the principles of zero-coupon  and OIS-LIBOR pricing
  • Demonstrates how to price, value, and hedge swaps, caps and floors, swaptions, and cancellable swaps

Furthermore. the seminar consolidates the learning experience by giving delegates hands-on practice with ACF’s sophisticated pricing, analytical and trading software.

After attending this programme, delegates will:

  • Gain a clear appreciation of the range of interest rate derivative products
  • Understand how interest rate derivatives are priced
  • Experience dynamic practical hedging and trading of the products
  • Be more aware of interest rate risk issues and how to manage them
  • Be able to deliver more relevant and innovative solutions

Suitability - Who should attend?

This course is suitable for anyone working in fixed income or derivatives.

An understanding of time value of money and bond math is necessary for participants to succeed on this course.

Outcome / Qualification etc.

This course is worth 14 CPE credits.

Training Course Content

This intensive course is structured as follows:

Day 1

  • Interest Rate, Currency, and Asset Swaps
  • Yield Curves and Zero-Coupon Pricing
  • Pricing and Valuing Swaps

Day 2

  • Interest Rate Options
  • Interest Rate Derivative Structures
  • Hedging with Interest Rate Derivatives

Workshops, simulations and case studies are used throughout to illustrate the topics covered.


The cost of this Credit Derivatives course is:

  • London: £1,925 + VAT per delegate 
  • New York: $2,750 per delegate 

In-House / In-Company Training

This course is also available as an in-house programme, where the dates and precise content can be tailored to suit your requirements.

About provider

ACF Consultants - Financial training for Professional Development

World-class financial training for Finance Professionals

ACF Consultants are a top-quality financial training provider that are renowned for delivering innovative courses for some of the largest and most demanding financial institutions in the world. Offering open seminars using their uniquely blended learning techniques, ACF Consultants are...

Read more and show all courses with this provider

Request info

Fill out your details to find out more about Interest Rate Derivatives.

  Contact the provider

  Get more information

  Register your interest

Contact info

ACF Consultants

28 King Street
EC2V 8EH London

 Show phone number


Ivor   |   03/06/2016
The seminar was brilliant. Lawrence is a very enthusiastic and eloquent professional and his delivery was very good. I particularly appreciated the fact he used real life examples to make his points.
Carmen   |   03/06/2016
Charles   |   03/06/2016
Very good.
Request Information

Find out more about this Interest Rate Derivatives course - simply fill out your details:

U.K. L&D Report: 2018 - Benchmark Your Workplace Learning Strategy

Are you curious about the L&D strategies of some of the U.K.'s top companies?

Find out what they're up to in's first annual U.K. L&D Report!

UK L&D Report

Learn more

Interest Rate Derivatives
Course rating
Based on 11 reviews