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Insight Series: Introductory Swap Pricing

This workshop is available via the following modes of delivery:

  • In-house training: Make an in-house training enquiry to have this course delivered at your organisation
  • Expression of interest: Let AFMA know that you are interested in attending a public workshop in your city

TITLE: Introductory Swap Pricing
CE: 3hrs
FEE: Member - $632.50 including GST
Non Member - $792.00 including GST
available via in-house or
expression of interest


This introductory swap pricing workshop will introduce you to the fundamental elements of pricing a range of swap transactions, through a series of practical examples.

Who is it for?

This workshop is designed for those with little or no prior exposure to interest rate swaps. It will be of particular value and relevance if you are new to a role that exposes you to swap products or you are involved in structuring debt transactions, operations or derivative business and would like to build a better understanding of how this market operates. 

What will you learn?

By the end of this workshop, you will have gained an understanding of:

  • compound interest and effective rates
  • present value of a basis point
  • fixed/floating interest rate swap mechanics and valuation
  • cross-currency swap mechanics and valuation.


Alex Palfi, Principal, Tykoh Group Pty Ltd

Alex Palfi is a Principal of Tykoh Group Pty Ltd – an Australian based training provider specialising in tailored one and two day workshops on technical finance and business topics.  Prior to setting up Tykoh Alex was a Division Director at Macquarie Group in Sydney. In that role he developed a range of finance workshops and presented those in Australia and at other international locations. Those workshops focused on financial modelling, valuation, derivatives, credit risk and Visual Basic programming.


This workshop has really helped me move beyond my current level of understanding.

I now have a better understanding of how to price swaps.

Short sharp and targeted workshop.

The presenters knowledge was a real highlight along with his ability to explain the subject matter.