Interest rate swap

Pricing Interest Rate Swaps

In todays video we will learn the two methods for pricing interest rate swaps. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on t

From playlist Swaps

What are Currency Swaps?

In todays video we learn about currency swaps. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.co

From playlist Swaps

What are Swaps? Financial Derivatives Tutorial

In todays video we learn about Swaps. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com/Patrick

From playlist Swaps

What are Dividend Swaps, commodity swaps, equity swaps?

In todays video we will learn about Dividend Swaps, Commodity Swaps and Equity Swaps. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patri

From playlist Swaps

What is a Credit Default Swap? | CDS | Credit Derivatives

In todays video we learn about Credit Default Swaps - Credit Derivatives. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitte

From playlist Swaps

FRM: Interest rate swap

This illustrates how an interest rate swap can transform a floating-rate obligation into a fixed-rate obligation and vice-versa. For more great financial risk management videos, visit the Bionic Turtle website! http://www.bionicturtle.com

From playlist Derivatives: Interest Rate Derivatives

What are Variance Swaps? Financial Derivatives - Trading Volatility

In todays video we learn about variance swaps These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com

From playlist Volatility and Variance Swaps

1 5 Swaps

BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology

From playlist BEM1105x Course - Prof. Jakša Cvitanić

Swaps and Credit Derivatives - Revision Lecture

These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com/PatrickEBoyle

From playlist Revision Lectures

Fixed for fixed currency swap: mechanics and valuation (T3-33)

David has three panels here. The first one is to illustrate the mechanics of a fixed for fixed currency swap. After illustrating the mechanics, he will show you how to price or value the currency swap as if it were two bonds. The third way is to illustrate how John Hull shows it in his lat

From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)

Plain vanilla interest rate swap (T3-30)

[here in my xls https://trtl.bz/2QBc5et] The "plain vanilla" interest rate swap is the common interest rate derivative: one counterparty, in this example Apple (who is the "fixed-rate payer") agrees to pay cash flows equal to interest at a predetermined FIXED rate on a notional amount (in

From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)

FRM: How to value an interest rate swap

At inception, the value of the swap is zero or nearly zero. Subsequently, the value of the swap will differ from zero. Under this approach, we simply treat the swap as two bonds: a fixed-coupon bond and a floating-coupon bond. The value of the swap is difference between the two. For more f

From playlist Derivatives: Interest Rate Derivatives

Financial Derivatives - Lecture 7 - Forward Rate Agreements & Swaps

These full length lectures are being provided for students who are unable to attend live university lectures due to the public health issues associated with Covid 19. I will return to my standard YouTube video format shortly. Buy The Book Here: https://amzn.to/2Qdj9zu Visit our website.

From playlist Full Financial Derivatives Lectures

Valuation of plain-vanilla interest rate swap (T3-32)

[here is my XLS https://trtl.bz/2Q4XFCh] I breakdown the valuation of an interest rate swap into three steps: 1. The assumptions, which includes understanding the TIMELINE; e.g., we are valuing the stop at some point after origination and it has some remaining life (in this case 15 months)

From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)

FRM: Currency swap

Brief illustration of a fixed-for-fixed currency swap (e.g., dollars for euros). Please note: in a plain vanilla interest rate swap, we referred to the NOTIONAL because it is not exchanged (in that case, the notional is required only to compute the interest). However, in a currency swap th

From playlist FX

FRM: Credit default swap (CDS)

A CDS is a bilateral contract between two counterparties. The protection buyer is buying insurance: he/she pays premiums in exchange for a payoff in case there is a CREDIT EVENT (a trigger). For more financial risk videos, visit our website at http://www.bionicturtle.com!

From playlist Derivatives: Credit Derivatives