FINANCIAL RISK MANAGEMENT
Eurodollar Futures Strip
Targeted Skill Level: Advanced
Duration: 1.5 - 2 hours
COURSE DESCRIPTION
Eurodollar Futures Strip teaches the following:
- Eurodollar strip
- Calculating forward rates and Discount Factors from the Eurodollar strip
- Pricing swaps using Eurodollar information
- Making a convexity adjustment to determine forward rates from Eurodollar futures prices
Call us at 610.388.0969 or use our convenient contact form.
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