The value of a long forward contract with no known income and where the risk free rate is compounded on a continuous basis is given by the following equation:
f = S0 – Ke-rT
Where
S0 is the spot price
T is the remaining time to maturity
Archives for January, 2012
Checking in from Bangkok. The Fourquants.com and FTC marketing tour of Thailand.
Or How a great partner delivered on an amazing business development trip to Bangkok…
Some relationships begin in exotic locations. Others in odd circumstances. Then there is that small lot classified as destiny waiting in the wings. Our story takes a bit from all three.
Alchemy and Wealth Management crossed each others path on an early morning in February 2006 when we were stepping out of the judging room…
Premium Courses Pricing IRS – Module II – IRS and CCS EXCEL Example$13.99Credit Process$11.99Derivative Products - Package$15.00Asset Liability Management (ALM) Crash Course - Package$125.00Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
Learning how to sell for startups: Sales and Investors Pitching free online workshop
Four videos.. 2 Hours, 40 minutes and change…No fees.
Two things made this happen.
The first was seeing the full 50+ session series online for course 600 at the MIT OCW site. This is how they teach computer science at MIT (a course I once dreamed about attending). Discovered it while testing our Android Application on our…
Premium Courses Introduction to Financial Modelling$49.00Pricing Ladder Options using a Monte Carlo Simulator$22.00Monte Carlo Simulation – Commodity – Example$8.99Pricing Interest Rate Swaps and Interest Rate Options - Package$60.00We listened to your feedback… Shopping for content now made easier, faster and simpler
Over the last two years we have received a lot of feedback from you, our readers and customers. In August we started working on incorporating a number of your suggestions on the site in terms of how content was organized and reachable and we have finally started rolling the modifications out. As you visit the site you will see new and interesting changes – some visible, some that…
Premium Courses Calculating Value at Risk (VaR) - Package$77.00Portfolio Risk Metrics – EXCEL Example$19.99Selling Derivative Products$199.00Basel & ICAAP - Package$125.00Startup Guide: I hate product launches or the 40 days that led to last night
One would think that after doing this for the last twenty years by now this would have gotten easier. Apparently not.
Here is the Memento look (with apologies to Guy Pierce) on what happened last night.
Day Zero – Launch
21st January 2012 – 2:00 am – Launch
Press post on Facebook, Linkedin and Twitter.
21st January 2012 – 1:00 am – Code Launch
The blog post announcing…
Premium Courses Setting Counterparty Limits - Package$169.00Understanding Stress Testing$199.00Credit Analysis & Credit Process - Package$49.00Credit Analysis - Financial Institution - EXCEL Example$29.00Startup Guide: Code Launch: The 10 step guide to bombing your product launch
1. Write a check – buy stuff and shit and run your meager bank account into the ground.
2. Add a team – grow to 10 people before you know it – do everything in house.
3. Add features like there is no tomorrow.
4. Forget the product, ship your launch date every time you get close to the launch date.
5. Buy hosting on Go-daddy.
6. Opt for Hamlet mode (Hands off I…
Premium Courses Selling Derivative Products$199.00Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model$99.00Credit Analysis & Credit Process - Package$49.00Cross Selling Treasury Products$199.00Introducing FourQuants.com – The soft launch
The road to Decoding Finance
1. How do you extend the value at risk framework to derivative contracts?
2. What is the best way of pricing cross currency swaps?
3. How do you link stop loss to available capital?
4. Where do you start when you need to build a financial model as of yesterday?
5. Where is the framework for liquidity risk capital when you need…
Premium Courses Risk Frameworks & Applications – 2nd Edition$140.00Setting Counterparty Limits - Package$169.00Pitching for Startups$0.00Pricing IRS – Module I – Term Structures$14.49
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