Forward rates and discount factors are key inputs for the pricing of swaps and other derivative instruments. This course provides learners an understanding of how forward rates and discount factors can be derived from Eurodollar futures prices. It lays the foundation for more advanced courses in risk management and derivatives, especially those involving derivatives pricing. This course is particularly helpful to those who want to pursue a career in financial risk management or investment management. It will also be useful for anyone involved with capital markets groups or the derivatives desks of banks or other financial institutions.