TARF PSR PFE Exposure calculation model
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TARF PSR PFE Exposure calculation model Pre-settlement Risk (PSR) & […]
Excel convergence hacks for TARF pricing models
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Excel convergence hacks for TARF pricing models. Convergence between closed […]
TARF Pricing model guide now live
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TARF Pricing model guide Our new eight part series on […]
Excel Target Redemption Forward (TARF) Pricing Models – Black Scholes
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Excel TARF Pricing Models – Black Scholes approach Our alternate […]
Target Redemption Forward (TARF) Pricing Models in Excel
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TARF Pricing Models Our two part series on TARF pricing […]
The case for participating forwards
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The case for participating forwards This week we took a […]