Explore comprehensive hedging strategies using derivatives to mitigate interest rate and credit risks in fixed income securities. Learn how to construct effective hedges with futures, options, and swaps, and understand duration hedging and immunization techniques.
Explore the use of interest rate derivatives, including futures, forwards, options, and swaps, to hedge against adverse interest rate movements. Understand strategies, risks, and costs associated with derivative hedging.
Explore the fundamentals of interest rate swaps, a key derivative instrument for managing interest rate risk. Learn how they work, their benefits, and practical examples.
Explore the complexities of forwards and swaps, focusing on counterparty risk, liquidity challenges, and the critical role of financial intermediaries in risk mitigation.