This workshop is available via the following modes of delivery:
available via in-house or
expression of interest
This half-day workshop will teach you how to construct a swap yield curve and guide you through the process of 'bootstrapping' using a range of financial market instruments to construct a swap curve, including interpolation of discount factors.
This workshop will benefit participants across the wide spectrum of debt markets aiming to improve their knowledge of the techniques used to value debt derivative and cashflow products.
To get the most out of this workshop, you should have a basic understanding of annuity and discount factors as well as pricing forward rate agreements.
By the end of this workshop, you will have gained an understanding of:
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.
Precise, well mapped out and in a logical order to follow.
How to derive the zero rate was particularly valuable to me.
This workshop has added to my technical understanding of concepts.
Excellent explanation of concepts and use of practical examples.