Interest Rate Risk Management (Fast Track) - Prof. Rahul Danait (English) for May 22, Nov 22


Expire On: 30 Nov 2022

Welcome to Chapter 11 of Strategic Financial Management - Interest Rate Risk Management - Prof. Rahul Danait (English). This is applicable for May 22, Nov 22 exams and onwards. This chapter covers Introduction, Basic Calculation of YTM, A Doubt that Should have Arisen, Calculation of Duration, Spot Rates, Discounting of Future Cash Flows using Spot Rates, Reason of Difference in YTM, Forward Rates, Discounting with Forward Rates, Forward Rate Agreement (FRA), Arbitrage Under FRA, Settlement under FRA, Introduction, Altering Number of Contracts, Deciding IRF Series, Introduction, Transforming Fixed/Floating Liability to Opposite, Transforming Fixed/Floating Asset to Opposite, Swap Through a Swap Dealer, Swap Valuation using FRA method, Comparative Rate Argument, Comparative Rate Argument - Including Bank Charges, Currency Swaps, Interest Rate Caps, Floors and Collars.

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Strategic Financial Management

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