SLG Financial Mathematics and Interest Calculation 2021 - Mannheim | Schwabe, Ley & Greiner | 10 November 2021 | Schwabe, Ley & Greiner GmbH, Schumannstrasse 27, 60325 Frankfurt am Main, Germany
Venue
Schwabe, Ley & Greiner GmbH
Schwabe, Ley & Greiner GmbH, Schumannstrasse 27, 60325 Frankfurt am Main, Germany
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| Event Date |
Wed Nov 10 EET (about 3 years ago)
In your timezone (EST): Wed Nov 10 2:00am - Wed Nov 10 11:00am |
| Location |
Schwabe, Ley & Greiner GmbH
Schumannstrasse 27, 60325 Frankfurt am Main, Germany |
| Region | EMEA |
Details
Even if arithmetic tasks in the treasury are largely performed by systems, a basic understanding of the mathematics behind them is essential for a more in-depth understanding. In addition, the seminar teaches the different types of interest (simple, exponential, mixed interest) and provides the tools to recalculate the interest calculations of the banks according to different interest conventions (such as Actual / 360 or 30/360). An example for the valuation of bonds and an interest rate swap is calculated on this basis.
Main Topics:
• Simple interest and compound interest calculation
• Day counting methods
• Forward rates
• Assessment of future cash flows
• Valuation of an interest rate swap
Speakers
2021 Speakers
Bernhard Kastner
Manager at Schwabe, Ley & Greiner
Peter Schmid
Senior Consultant at Schwabe, Ley & Greiner