Webinar

Derivatives in Excel

As the path and timing of policy rates moves become less certain, it is more important than ever for corporate bond issuers to sharpen their interest rate hedging workflows.

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.

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