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Daily Archives: June 23, 2017

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TARF Pricing model guide now live

TARF Pricing model guide Our new eight part series on TARF Pricing model guide is now live. The objective of the pricing model guide is to introduce both product features and behavior as well as pricing approaches to this common FX structure that can now

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Target Redemption Forward (TARF) Pricing Models in Excel

TARF Pricing Models Our two part series on TARF pricing models begins where we stopped with our analysis on TARF hedge effectiveness. We cover both vanilla TARF (without any path dependent options) and Knock in Knock out (KIKO) TARF’s in that discussion. In this post

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