SuperFastCourse: Interest Rate Swaps

This is a full SuperFastCourse on Interest Rate Swaps! The goal is to take a viewer from knowing almost nothing about interest rate swaps to being able to talk about them, understand what is happening, use them, and even price interest rate swaps. The math required is not very difficult, and is presented slowly and methodically, so it should be easy enough to understand.

There is an introduction, 12 lesson chapters, and a short conclusion, for a total of about 2 hours and 10 minutes of content.

1. Introduction 00:00
2. What are Interest Rate Swaps? 01:08
3. Vanilla Interest Rate Swaps 08:20
4. How Interest Rate Swaps as "Made" 20:11
5. Clearinghouses 24:19
6. Risk Management with Interest Rate Swaps 37:05
7. Hedging Interest Rate Swaps 53:16
8. Pricing Vanilla Interest Rate Swaps 58:36
9. Interest Rate Swaps as a Package of Bonds 01:12:20
10. BOOTSTRAPPING 01:26:25
11. Interest Rate Swaps as a Package of Forwards 01:37:22
12. Basis Swaps 01:52:46
13. Variations on Vanilla Interest Rate Swaps 02:00:23
14. Conclusion 02:08:04

There is a lot of information presented VERY quickly, so please remember that you can pause, rewind, rewatch, and take breaks as needed.

I hope you learn a great deal from this course; I know I learned a lot making it.

Let me know in the comment what you want the next SuperFastCourse to focus on!
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More content including the next SuperFastCourse is coming soon!