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
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,
How to determine Spot Rates and Forward Rates & Yield to Maturity How to determine Forward Rates from Spot Rates The relationship between spot and forward rates is given by the following equation: ft-1, 1=(1+st)t ÷ (1+st-1)t-1 -1 Where st is the t-period spot rate
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 formulap S0ert . For example if S0 , the spot price, of the
We first spoke about it in November when I had stopped over in Bangkok for a day to spend some time with Somkiat and given a short brief of what we are. We then exchanged a few emails and then had a kick off session for the next three days as soon as I landed. Within the next 6 hours based on our discussion Somkiat had managed to lock in almost every thing that we had wanted to get out of the Bangkok trip. We worked 12 hours for 3 straight days, spent a lot of time on the road in Bangkok, evenings enjoying Thai cuisine
Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
The pitching for startup series used with my students at the SP Jain Inst. of Management and Research in Dubai, for the P@SHA delegation at the Asia Pacific ICT Awards in Thailand and the P@SHA Social Innovation Fund Grant competition is now available for free.
Full disclosure. No I did not make 10’s of millions of dollars in a heartbeat by following this method. Neither will you. Like me, you will most likely fail a few times despite the fact that you memorized the pitching tools and techniques mentioned here. But that’s all right, success has always been over rated.. 🙂
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
Code Launch: Launch minus one week. Memento style
10 steps plan to bomb your product launch. Short, sweet, to the point. No BS.
Risk, computational finance, volatility and fair price have been exotics topics shrouded in mystery for as long as I have been a student of this field. Yes there are always a select few who understand the language of models but the rest of us “ordinary mortals” could use a helping hand.