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
TARF Pricing model guide now live
2 mins read Our new eight part series on TARF Pricing model guide … Read More
EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
4 mins read Our alternate EXCEL TARF Pricing model uses the Black Scholes … Read More
Target Redemption Forward (TARF) Pricing Models in Excel
5 mins read Our two part series on TARF pricing models begins where … Read More