Derivatives Archives | FinanceTrainingCourse.com

<img width="480" height="247" src="https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-480x247.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="PSR_PFE_Picture8" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-480x247.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-240x124.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-768x396.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-398x205.png 398w, https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-250x129.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-150x77.png 150w, https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-300x155.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8-600x309.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2017/07/PSR_PFE_Picture8.png 873w" sizes="(max-width: 480px) 100vw, 480px" title="TARF PSR PFE Exposure calculation model"/>

PSR_PFE_Picture8

Options Pricing Risk

TARF PSR PFE Exposure calculation model

July 19, 2017June 3, 2019

4 mins read

Pre-settlement Risk (PSR) & Potential Future Exposure (PFE) are calculated […]

<img width="480" height="287" src="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6-480x287.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="TARF PricingPicture6" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6-480x287.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6-240x144.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6-398x238.png 398w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6-250x150.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6-150x90.png 150w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6-300x180.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6-600x359.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-PricingPicture6.png 752w" sizes="(max-width: 480px) 100vw, 480px" title="Excel convergence hacks for TARF pricing models"/>

TARF PricingPicture6

Case Studies Derivatives Treasury

Excel convergence hacks for TARF pricing models

June 24, 2017June 14, 2019

3 mins read

Convergence between closed form and simulation model prices is enhanced […]

<img width="480" height="296" src="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-480x296.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="TARF-Hedge-Effective-Simulation-KIKO-TARF" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-480x296.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-240x148.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-768x473.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-398x245.png 398w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-250x154.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-150x92.png 150w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-300x185.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF-600x370.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Hedge-Effective-Simulation-KIKO-TARF.png 949w" sizes="(max-width: 480px) 100vw, 480px" title="TARF hedge effectiveness model"/>

TARF-Hedge-Effective-Simulation-KIKO-TARF

Derivatives Treasury

TARF Pricing model guide now live

June 23, 2017June 3, 2019

2 mins read

Our new eight part series on TARF Pricing model guide […]

<img width="480" height="257" src="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-480x257.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="TARF-Model2-Picture10" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-480x257.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-240x128.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-768x411.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-398x213.png 398w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-250x134.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-150x80.png 150w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-300x161.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10-600x321.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model2-Picture10.png 940w" sizes="(max-width: 480px) 100vw, 480px" title="EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes"/>

TARF-Model2-Picture10

Derivatives Treasury

EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes

June 23, 2017June 3, 2019

4 mins read

Our alternate EXCEL TARF Pricing model uses the Black Scholes […]

<img width="480" height="287" src="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9-480x287.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="TARF-Model1-Picture9" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9-480x287.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9-240x144.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9-398x238.png 398w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9-250x150.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9-150x90.png 150w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9-300x180.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9-600x359.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/TARF-Model1-Picture9.png 752w" sizes="(max-width: 480px) 100vw, 480px" title="Target Redemption Forward (TARF) Pricing Models in Excel"/>

TARF-Model1-Picture9

Derivatives Treasury

Target Redemption Forward (TARF) Pricing Models in Excel

June 23, 2017August 26, 2019

5 mins read

Our two part series on TARF pricing models begins where […]

<img width="480" height="265" src="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-480x265.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Comparing-Participating-forward-payoff-options" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-480x265.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-240x132.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-768x424.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-1024x565.png 1024w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-398x220.png 398w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-250x138.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-150x83.png 150w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-300x166.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options-600x331.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2017/06/Comparing-Participating-forward-payoff-options.png 1303w" sizes="(max-width: 480px) 100vw, 480px" title="The case for participating forwards"/>

Comparing-Participating-forward-payoff-options

Derivatives Treasury

The case for participating forwards

June 21, 2017June 11, 2019

3 mins read

This week we took a deep look at a number […]