Short-Term Interest Rate Futures - OnlineThis course expands on the introductory information provided in Derivative Instruments to present a more in–depth look at forwards and futures. It explores the definitions, pricing and applications of the different types of contracts. This course replicates the content from lesson 3 of Forwards and Futures - Online This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Subscription period for this course is 90 days.
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| Available Today | Online | USD$60.00 |  | | |
Instructional Method:
Self-Study
|  | | | Level: Intermediate |  | | | CPE Credits:
 1 |  |
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| Traders, sales professionals, back office professionals, financial analysts, cash/money managers, auditors, compliance professionals, financial and bank officers, accountants and regulators. |
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Students will be able to:- Identify short-term interest rate future specifications.
- Recognize the different applications of short-term interest rate futures.
- Describe what basis risk is and how it is determined.
- Recognize how strips are used to create synthetic futures rates and to price other derivative products.
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| Derivative Instruments or equivalent level of knowledge |
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Short-Term Interest Rate Futures- Characteristics of short-term interest rate futures
- Quoting conventions: forward rate agreements vs. short-term interest rate futures
- How futures are listed
- Applications of short-term interest rate futures
- Role of Eurodollar futures in pricing other products
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