Financial Derivatives - Lecture 7 - Forward Rate Agreements & Swaps
Patrick Boyle 1:46:22
11,494 views · 152 likes Watch on YouTube ↗
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. www.onfinance.org
Follow Patrick on Twitter Here: https://twitter.com/PatrickEBoyle
Full two hour university lecture on forward rate agreements and swaps. In this lecture we learn about forward rate curves, FRA's and swaps. We learn about the plain vanilla swap, interest rate swaps, foreign exchange swaps, variance swaps and dividend swaps. We learn two methods for pricing swaps, how swaps are traded and how the law of comparative advantage applies to swaps. This is lecture seven of a ten lecture series on financial derivatives for Masters in Finance Students, recorded in 2020. The lecture is based on the book Trading and Pricing Financial Derivatives and is taught by Patrick Boyle
Buy The Book Here: https://amzn.to/2Qdj9zu
Visit our website. www.onfinance.org
Follow Patrick on Twitter Here: https://twitter.com/PatrickEBoyle
Full two hour university lecture on forward rate agreements and swaps. In this lecture we learn about forward rate curves, FRA's and swaps. We learn about the plain vanilla swap, interest rate swaps, foreign exchange swaps, variance swaps and dividend swaps. We learn two methods for pricing swaps, how swaps are traded and how the law of comparative advantage applies to swaps. This is lecture seven of a ten lecture series on financial derivatives for Masters in Finance Students, recorded in 2020. The lecture is based on the book Trading and Pricing Financial Derivatives and is taught by Patrick Boyle
Category (YouTube): Education
Playback is via YouTube's official embedded player. Data from YouTube; Exumo is not affiliated with YouTube.