Case Studies

Calculating Real Effective Exchange Rates (REER). A case study.

5 mins read Calculating REER - Real Effective Exchange Rates for assessing trade competitiveness and relative value

July 8, 2019

DIS vs AMZN vs NFLX?

5 mins read How did the Disney stock perform compared to Amazon and Netflix in 2008-2018? What does that tell…

May 31, 2019

The Disney Marvel MCU profitability paradox?

11 mins read How much money did Disney make from the Marvel cinematic universe (MCU)? USD 21 billion, 16.5 or…

May 19, 2019

Excel convergence hacks for TARF pricing models

Convergence between closed form and simulation model prices is enhanced with variance reduction procedures. It encourages model extension to complex…

June 24, 2017

TARF hedge effectiveness model

This is our second post in the TARF hedge effectiveness series and in the treasury candidates assessment series case. To…

June 17, 2017

Hedge effectiveness of vanilla options, TARF & participating forwards

A case study There are some common questions that repeatedly get posed in my treasury products class about the variations…

June 15, 2017

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