Liquidity gap – Implementation.
5 mins read time Liquidity Gap Implementation challenges. A quick review of common liquidity gap […]
PFE calculations for a simple IRS
5 mins read time When it comes to counterparty credit risk there are two […]
Yield Curve History – US Treasuries
4 mins read time A visual depiction of shifts over the period 1978 – […]
Option Greeks – Building the Excel Solver model for hedging Greeks
5 mins read time Option Greeks – Building the Solver model for hedging Greeks […]
Option Greeks. Using Solver to hedge Vega Gamma exposure
3 mins read time Since a spot, forward or future position is linear in […]