Hands-on IRS/CCS Pricing for Traders, Finance Professionals
Published 11/2025
Duration: 1h 7m | .MP4 1280x720 30fps(r) | AAC, 44100Hz, 2ch | 551.90 MB
Genre: eLearning | Language: English
Advanced Swap Pricing. Master Interest Rate & Cross-Currency Swaps Valuation (IRS/CCS) in Excel.
What you'll learn
- Learn how to create a valuation engine for Interest Rate Swaps / Cross Currency Swaps from scratch in Microsoft Excel.
- Calculate the Mark-to-Market (MtM) , DV01 and Convexity.
- Learn how to manage the risk with fixed income derivatives.
- Ensure your Excel model's valuation results for IRS and CCS are compatible with leading pricing engines.
Requirements
- We will cover all of the related topics in the class.
Description
Disclosure: AI-powered tools were used only for "dubbing" in this course. All of the course materials belong to the instructor.
This is the definitive, hands-on course for finance professionals, traders, and quantitative analysts looking to master the valuation and risk management of Interest Rate Swaps (IRS) and Cross-Currency Swaps (CCS).Go beyond theory and learn the actual techniques used in investment banks to price, analyze, and manage complex derivatives. Whether you're preparing for an interview in a quant role or aiming to automate your trading strategies, this course delivers immediate, career-ready skills.
IRS and CCS Valuation:Gain a deep understanding of the mechanics and valuation methods for both Interest Rate Swaps and Cross-Currency Swaps using the industry-standard model .
Yield Curve Construction:Master the essential techniques forbootstrappinga yield curve from market data (swaps, futures, bills) and using it for accurate pricing.
Risk Metrics:Calculate and interpret essential risk metrics likeDuration, Convexity, and key Rate Sensitivitiesto properly hedge your swap positions. Learn how to manage the interest rate risk.
Practical Tools:You will gainexpert-level proficiency in Excelfor building robust pricing sheets.
This course cuts through academic theory to provide verifiable, practical methodologies you can implement immediately in your job.
Stop relying on black-box solutions. Enroll today to build the confidence and quantitative skills demanded by the world's top financial institutions.
Who this course is for:
- Traders, Treasury Analysts, Risk Professional and Finance Professionals.
- Individuals or student who are willing to start a job in treasuries (bank or corporate side).
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