Pricing Interest Rate Options – Module III
Wednesday, September 22, 2010 // Options Pricing by Uzma
Course Details
Price
- Non Print version – $6.99
- Print version – $9.99
- EXCEL Example – $9.79
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| Course Title | Buy Print or Non Print Version |
| Derivative Pricing – Binomial Trees – Efficient Approach | |
| Derivative Pricing – Binomial Trees EXCEL Example | |
| Derivative Products | |
| Pricing IRS – Module I – Term Structures | |
| Pricing IRS – Module I – Term Structures EXCEL Example | |
| Pricing IRS – Module II – IRS and CCS | |
| Pricing IRS – Module II – IRS and CCS EXCEL Example | |
| Pricing Interest Rate Options – Module III | |
| Pricing Interest Rate Options – Module III EXCEL Example | |
| Derivatives Terminology Crash Course |
Course Contents
1. Pre-requisites
2. Caps and Floors
- a. Cap
b. Floor
c. Cap-Floor Parity
3. Accrual Swaps
- a. Method 1
b. Method 2
c. A second look at Method 1
d. A second look at Method 2
4. Range Accrual Note
5. Commodity Linked Note
Number of pages
12
File Size
826 KB
Read this course online
Interest Rate Options – Pricing Caps & Floors
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- Online Finance – Interest Rate Options – Caps & Floors – Advance topics
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