Yield Curves and Term Structures

We offer a large range of courses on the modelling af yield curves and term structures (Interest rates, volatility etc.):

• Yield Curves - Construction, Modelling and Applications - Workshop
  
  The objective of this seminar is to give you a good understanding of techniques for constructing yield curves and for the applications of yield curves in trading and risk management.
• Term Structure Modelling and Interest Rate Option Pricing
  
  The objective of this advanced level seminar is to give you a good understanding of interest rate models and their uses in option pricing and risk management. We first present and explain important concepts such as the term structure of interest rates and the term structure of volatility.
• Interest Rate Models - Advanced Pricing and Risk Management
  
  The objective of this advanced-level seminar is to give you a good understanding of modern interest rate models and their uses in option pricing and risk management.