TARF PSR PFE Exposure calculation model
4 mins read time Pre-settlement Risk (PSR) & Potential Future Exposure (PFE) are calculated […]
Excel convergence hacks for TARF pricing models
3 mins read time Convergence between closed form and simulation model prices is enhanced […]
TARF Pricing model guide now live
2 mins read time Our new eight part series on TARF Pricing model guide […]
EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
4 mins read time Our alternate EXCEL TARF Pricing model uses the Black Scholes […]
Target Redemption Forward (TARF) Pricing Models in Excel
5 mins read time Our two part series on TARF pricing models begins where […]
