Derivatives in Excel
Please join us for a webinar where we will discuss functions to help you:
-Dynamically view and construct interest swaps curve data in Excel
-Structure interest rate derivative hedges with advanced features (e.g. cap/floors, roller coaster notional etc)
-Save deals to a portfolio and perform "what-if" scenario analysis under different interest rates environments
Speakers
Stefan Schmidt
Enterprise Solutions Specialist for Derivatives and Risk Management
Bloomberg
Stefan Schmidt is a specialist in enterprise solutions for derivatives and risk management. He is responsible for the business development of Bloomberg's risk platform (Multi-Asset Risk System “MARS”) for all businesses except financial services companies in Europe, the Middle East and Africa. Previously, he spent 5 years at Moody's Analytics, where he led a team of quantitative consultants advising clients and specializing in risk management solutions and custom model development. Stefan holds a Master of Engineering in Computer Science from Imperial College London and an MBA from INSEAD Paris.
David Harper
Rate Derivative Market Specialist
Bloomberg
Formerly a swaps trader at Deutsche bank & HSBC, I am now a Rates Market Specialist at Bloomberg where I promote Bloomberg products for rates markets, and work with our product development team to advance our product offering.