The iPad application that is trying to teach computational finance to the world.
4 mins read Let’s get all the weird stuff out of the way first. A four man team based out of a bungalow
4 mins read Let’s get all the weird stuff out of the way first. A four man team based out of a bungalow
8 mins read Why do we teach the way we teach? Putting experiential learning to work in graduate financial education
9 mins read Three methodologies are presented below for valuation of floating rate notes, term finance certificates, sukkuks and corproates each with a simple numerical example. These are:
Pricing using the bond pricing model which assumes that the outstanding principal will be redeemed with the coupon payment and scheduled redemption immediately prior to the following reset date.
Pricing using the forward pricing model which calculates the future floating rate coupons based on a derived forward rate curve.
5 mins read We will look at two methods to calculate the value at risk of bonds. There are two common challenges that
22 mins read Credit derivatives Key concepts Credit derivatives are instruments whose value is derived from that of an underlying bond, loan or
3 mins read VaR for IRS & CCS – About the EXCEL sheet The Historical Simulation approach for calculating Value at Risk has