Derivative Pricing, Risk Management Pricing Equation Glossary
< 1 min read Here is a pricing and valuation equation glossary for the financial engineering field used as a reference for the courses
< 1 min read Here is a pricing and valuation equation glossary for the financial engineering field used as a reference for the courses
< 1 min read 1. Interest Rate Swap a. Net Cash Flow The net cash flow for the buyer of the contract (receiver of
< 1 min read Black Formula’s and valuing Interest Rate Caps and Floors Value of a caplet The value of a caplet which resets