Learning Corporate Finance will be representing Pakistan in the e-learning category at the Asia Pacific ICT Awards in KL later this month. Incidentally side by side with the APICTA Awards, LCF has also been nominated to the Delhi Manthan 2010 Awards later this year. This request for
Interest Rate Options Caps and Floors Here is the second course on Advance Interest Rate Products. The perquisite for this course is the first course on pricing interest rate swaps. Interest Rate Swaps (IRS) – Pricing Interest Rate Swaps – The valuation course The second
Calibrating Interest Rate Models While in earlier training courses we have covered classic interest rate models, in this session we review two more advance Interest Rate Models, the Cox Ingersoll & Ross Model (CIR) and the Multifactor HJM model for projecting the entire forward curve,
This road maps focuses on bootstrapping the zero curve and using the zero curve to calculate implied forward interest rates (forward curve). We then used the projected forward rates to price the swap rate for fixed to floating interest rate swap. A separate series of posts build on this material and extend its reach to pricing interest rate caps, interest rate floors, range accrual notes, commodity and equity linked notes.
Pricing Interest Rate Swaps (IRS) Here is the first course on pricing interest rate swaps and cross currency swaps divided into three separate sections that address basics of interest rate swaps, term structure modeling and boot strapping and mark to market and valuation. Pricing Interest
Mathematical Finance: Option Pricing using Monte Carlo Simulators In addition to the Black Scholes Equation and binomial trees another important tool in option pricing is Monte Carlo Simulation. A Monte Carlo Simulator in Excel uses the inbuilt Random function in excel to model uncertainty. The