Archives for Misc.

Forward lessons: Derivative pricing: How to calculate the value of a forward contract in Excel

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 time to maturity

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Forward Rate Calculations: Forward Rate Agreements and Forward Foreign Exchange Rates

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

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Computational Finance: Basics: Calculating forward prices in Excel – Part I

 

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 formula 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 0.5 years) and the annual risk free rate is…

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We 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…

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Old Friends – The APICTA connection

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, the very special ones, do such an outstanding job of organizing, hosting and sharing…

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How judging and mentoring changes your life – Zafar Khan before and after

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 results

Zafar Khan when he walked in for the mentoring sessions

Zafar Khan after…

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Asia Pacific ICT Awards – And the results are out

Pakistan 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…

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The Asia Pacific ICT Awards 2011 – The pre awards night update

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 three to four P@SHA APICTA Awards advisors and judges get together…

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Give me one moment in time…

So 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…

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The Asia Pacific ICT Awards – To Bangkok, Pattaya and beyond – The Journey begins

Considering 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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