Goldman Interview Q. What is the Third Moment?
5 mins read What is the third moment? A Goldman Interview Question.
TARF PSR PFE calculation model
5 mins read Pre-settlement Risk (PSR) & Potential Future Exposure (PFE) calculates the … Read More
Excel convergence hacks for TARF pricing models
3 mins read Convergence between closed form and simulation model prices is enhanced … Read More