Financial Engineering and Risk Reference – Pricing and valuation formula
8 mins read Here is a pricing and valuation equation glossary for the financial engineering field used as a reference for the courses
8 mins read Here is a pricing and valuation equation glossary for the financial engineering field used as a reference for the courses
< 1 min read Here is the second course on Advance Interest Rate Products. The perquisite for this course is the first course on
3 mins read In this post, we look at how to price interest rate caps and floors using caplets and floorlets and Black’s
< 1 min read Amortizing Floating for Floating Currency Swap In an amortizing swap, the principal reduces in a predetermined way. For our illustration
< 1 min read Floating for Floating Currency Swap For our pricing example most of the assumptions will be the same as that used
2 mins read Fixed for Fixed Currency Swap The fixed for fixed cross currency swap will be priced as a portfolio of forward