Hedge effectiveness of vanilla options, TARF & participating forwards
8 mins read A case study There are some common questions that repeatedly get posed in my treasury products class about the variations
8 mins read A case study There are some common questions that repeatedly get posed in my treasury products class about the variations
2 mins read A deep out of money option is like a lottery ticket. If you used the at the money estimate of
2 mins read Volatility surfaces – everything you ever wanted to know but were afraid to ask. Volatility Surfaces, for an option pricing
3 mins read Risk Models, Option Pricing & Bank Regulation training for practitioners A typical MBA program allows a candidate to take a
2 mins read Option Greeks. Dissecting Delta, Gamma, Vega, Theta & Rho It doesn’t matter if you took the FRM, CFA, PRMIA, CERA,
2 mins read I am often asked if there is a suggested sequence that I would recommend to finance newbie(s) when it comes