# All Derivatives Posts

- TARF PSR PFE Exposure calculation model
- Excel convergence hacks for TARF pricing models
- TARF Pricing model guide now live
- Excel Target Redemption Forward (TARF) Pricing Models – Black Scholes
- Target Redemption Forward (TARF) Pricing Models in Excel
- The case for participating forwards
- FX Currency Options – The USD JPY FX options convention
- TARF hedge effectiveness model
- Hedge effectiveness of vanilla options, TARF and participating forwards. A case study.
- Dual Currency Deposits (DCD)
- Understanding CMO CDO and CDS. Big Short Case Study – Part III
- Bootstrapping the Zero Curve and Forward Rates
- Hedging Vega and Gamma exposure. Lesson Five
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Calculating Forward Implied Volatility in Excel
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets.
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- 16 free Risk Treasury Option pricing lessons
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Option Greeks – Theta time premiums for call options
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- Using OIS Swap valuation – Overnight Indexed Swap rates versus LIBOR
- Practice Exam Test Question: Pricing and MTM of Interest Rate Swaps (IRS) – Partial solution
- Pricing Interest Rate Swaps – Derivative pricing final exam question for practice exams & test prep
- Option Greeks – Delta, Gamma, Vega, Theta & Rho.
- Advance Risk Management Models – Workshop & Training reference page
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- Treasury Department.
- The LIBOR Crisis Barclays Bank.
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- Pricing Ladder Options using a Monte Carlo Simulator
- Forward lessons: Derivative pricing: How to calculate the value of a forward contract in Excel
- Forward Rate Calculations: Forward Rate Agreements and Forward Foreign Exchange Rates
- Computational Finance: Basics: Calculating forward prices in Excel – Part I
- Derivatives Crash Course for Dummies: What is wrong with the payoff profile of the synthetic forward?
- Treasury Training – E-learning course: Introduction to Treasury selling and the TMU function
- Black Scholes Model Probabilities. The difference between N(d1) and N(d2)
- Options Pricing Training: Interest Rate Options: Pricing Caps and Floors
- Forwards and Swaps: Interest Rates Models: Bootstrapping the Zero curve and Implied Forward curve
- Options, Forwards, Futures: Pricing Interest Rate Swaps
- Options Pricing Training: Binomial Trees
- Options and Futures Training: Basic Options Trading Strategies
- Derivatives Training: Options Pricing and Products reference
- Options and Derivatives Training: Introduction to Derivatives: Options, Futures, Forwards and Swaps
- Options pricing using Binomial trees – Building an efficient option pricing spreadsheet in Excel
- Options Pricing – Binomial Trees – Pricing Sudden death Options – Down and in call options
- Options pricing – Pricing Knockout exotic options – Sudden Death Options – Down and out call options
- Options pricing–Exotics Options–Pricing a Capped Call–Excel implementation – Binomial trees
- Pricing Put Options using Binomial Trees Spreadsheet method
- Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
- Options Pricing – Pricing Call Options – Option pricing spreadsheet – Binomial trees
- Options pricing – Using binomial trees to price options in a spreadsheet
- Derivative Pricing using Binomial Trees
- Pricing Interest Rate Swaps – Module II – IRS & CCS
- Pricing Interest Rate Swaps – Module I – Term Structures
- The Derivative Middle Office: Middle Office Derivatives Business Regulations
- Monte Carlo Simulations EXCEL
- Online Finance – Interest Rate Swaps – Terminology, concepts, glossary
- Credit Derivatives – core concepts and glossary
- Online Finance – Option Terminology Glossary – Greeks, exotics and volatility
- Derivative Instruments – Terms, concepts, and Glossary, A-Z
- Calculating Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – Calculation reference
- Derivative Pricing, Risk Management Pricing Equation Glossary
- Derivative Pricing – Interest Rate Swaps and Futures – Calculation reference
- Black’s Formula: Pricing Interest Rate Caps and Floors – Calculation reference
- Derivative Pricing, Black Scholes Equation, Binomial Trees – Calculation reference
- Financial Engineering and Risk Reference – Pricing and valuation formula
- Online Finance – Interest Rate Options – Caps & Floors – Advance topics
- Pricing Interest Rate Swaps – The valuation course
- Interest Rate Options – Pricing Caps & Floors
- Online Finance – Pricing Interest Rate Options – Cap Floor Parity
- Online Finance – Pricing a Cross Currency Swap – Amortizing and Indexed Term sheets
- Online Finance – Pricing a Cross Currency Swap – Floating for Floating structure
- Online Finance – Pricing Cross Currency Swaps
- Online Finance – Pricing Interest Rate Swaps – Pricing Basis Swap
- Online Finance – Pricing an Interest Rate Swap – Calculating the MTM of the Swap
- Online Finance Course – Pricing Interest Rate Swaps – Calculating the forward curve
- Pricing Interest Rate Swaps – Calculating the forward curve
- Online Finance Course – Pricing Interest Rate Swaps – Calculating the zero curve
- Online Finance Course – Pricing Interest Rate Swaps – Fixing the term structure
- Online Finance Course – Pricing Interest Rate Swaps – Process
- Online Finance Course – Pricing Interest Rate Swaps – What is a Swap?
- Online Finance Course – Pricing Interest Rate Swaps – More terminology
- Online Finance Course – Pricing Interest Rate Swaps (IRS) – Terminology and Notation
- CPE-Course-Trading options and derivatives – Strategy review
- Credit Derivatives – Introduction to product families
- Structured Products: Basic Products, sample term sheet and pricing
- Master Class: Derivative Products: Swaps
- Master Class: Derivative Products: Futures
- Derivative Products: Forwards
- Master Class: Derivative products: Exotic Options
- Master Class: Derivative products: Options on rates
- Master Class: Derivative Products: Options on shares, stocks, currencies and equities
- Master Class: Derivative Products: Greeks and Binomial Trees
- Master Class: Derivative Products: Pricing Basics
- Master Class: Derivative Products: Vanilla products
- Master Class: Derivative Products: Review
- Master Class: Derivatives and Options Crash Course: Course Guide
- Master Class: Options and Derivatives Crash Course: Session Five: Synthetics
- Option Payoff profiles – Calls and Puts
- Master Class: Options and Derivatives Crash Course: Session Three: Payoff profiles – Forwards
- Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options
- Master Class: Options and derivatives crash course: Session One: Terminology