How to calculate the value of a forward contract in Excel
Value of a long forward contract (continuous)
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 [...]
How to calculate the values of Forward Rate Agreements (FRA)
We are valuing an FRA for someone who is receiving fixed interest rate payments and who is paying floating interest rate payments.
Value of an FRA (zero coupon rate calculated on a discrete basis)
Where, L is the principal amount
RK is the fixed interest rate
RF is the forward interest rate [...]
How to calculate the forward price of a security in Excel
Forward Price of a security with no income
Forward Price of a security with no income is given by the formulap S0ert
.
For example if S0 , the spot price, of the asset is 100. The time to delivery in the forward contract is 6 months (or [...]
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 [...]
Over 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, [...]
I 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 [...]
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 Association) led and sponsored Pakistan delegation tonight delivered another stunning performance in front of the who’s who of the technology industry in the Asia Pacific region.
We 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 [...]
You flew the flag, you gave it your best shot and you have already made us proud. Remember that one moment in time when everything you had worked at came together. It doesn’t matter if you win or lose; for that one 25 minute slot you were the center of universe for all of us. You were free and we loved you for it.
The formula that worked was simple. As we had suspected in Macau and Singapore, it wasn’t rocket science. Pick a good product idea that deserves to win. Pick a team that wants to win and is willing to put in the effort required. Pair them with a mentor who has either judged or pitched at APICTA. Review their presentations and get through at least two iterations before you hit the airport. When you land at the venue, book a conference room for two nights. Lock nominees and judges together till 2 am in the morning and don’t let any contestant sleep till their mentor is happy with flow and the slide deck. Repeat if necessary.
