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
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 Pitching for Startups$0.00Collateral Valuation in Credit Risk Management$21.49ALM and Capital Adequacy$199.00Corporate Finance – First Course – Includes case study$17.49Over the years the Asia Pacific ICT Awards has been the breeding grounds for many friendships across countries and continents. Sometimes we meet as judges on the same panel, inspired by the brilliance of candidates we are evaluating. Before we were judges a number of us met as fellow contestants. And some of us, the very special ones, do such an outstanding job of organizing, hosting and sharing…
Premium Courses Duration Convexity – EXCEL Example$11.49ICAAP – Overview & Core Concepts$59.00Black Derman Toy Model Construction – EXCEL Example$64.99Basel III – Liquidity Framework$41.49I have always said that one week of judging and mentoring for P@SHA ICT Awards, P@SHA Launchpad and the APICTA awards is like taking a sip of the elixir. But I had never any tangible evidence to support my claim.
Luckily on this trip to Pattaya Zafar Khan agreed to be a trial subject.
Here are the results
Zafar Khan when he walked in for the mentoring sessions
Zafar Khan after…
Premium Courses Forward Prices and Forward Rates - Calculation reference & detailed examples$27.79Black Derman Toy Model Construction – EXCEL Example$64.99Pricing Ladder Options using a Monte Carlo Simulator$22.00Derivative Products - Package$15.00Pakistan Picks up 2 Golds and 5 silvers at the Asia Pacific ICT Awards at Pattaya, Thailand.
A journey that started 7 years ago in Hong Kong for the Pakistani Technology Industry reached an important milestone tonight in Pattaya Thailand.
After winning 7 silvers in 2010 at the Asia Pacific ICT Awards 2010 held in Kuala Lumpur in October of last year, the P@SHA (Pakistan Software Houses…
Premium Courses Derivatives Terminology Crash Course$7.99Crude Oil Mispricing model$199.00Monte Carlo Simulator with Historical Returns$199.00Credit Analysis – First Course$11.99We are finally here.
As the sun sets on 11th November 2011 at the Dusit Thani in Pattaya Thailand, team Pakistan gets ready to receive its score card on a team effort that started last year at the close of the Awards night in Kula Lumpur Malaysia in 2010. Every year after the awards night three to four P@SHA APICTA Awards advisors and judges get together…
Premium Courses Calculating Value at Risk (VaR) - Package$77.00Quant Crash Course$199.00ALM – Crash Course – EXCEL Examples$59.00Pricing IRS – Module II – IRS and CCS EXCEL Example$13.99So its going to be a tough day tomorrow.
We come as judges and mentors representing our own countries but the brilliance and hard work of APICTA nominees, companies that pitch and present in our categories, touches us irrespective of our nationalities.
You can easily tell my age by the fact that I actually like Whitney Houston (please don’t hold that against me, I also like…
Premium Courses Credit Analysis – First Course$11.99Quant Crash Course$199.00Credit Analysis - Financial Institution$25.59Corporate Finance – First Course – Includes case study$17.49Considering the last time I boarded Emirates the check in counter had closed, janitors were sweeping the floor and the flight had less than 30 minutes to take off, this evening I am in the lounge a full 90 minutes before scheduled departure time. Certainly a personal best in over eleven years of flying as a frequent flier.
The day is also interesting. It is only when you get to…
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