Pricing Interest Rate Swaps – What is a Swap?
2 mins read Swaps This is an agreement between two parties, usually institutions, to exchange cash flows according to a predefined calculation at
Pricing Interest Rate Swaps – More terminology
2 mins read Relationship between Spot and Forward Rates The following formulas summarize the relationship between the spot and forward rates of interest:
Pricing Interest Rate Swaps – Terminology and Notation
2 mins read Session One Definitions Cash flows The key to pricing or valuing any instrument is to estimate the cash flows of
Trading with Options – Lessons learnt from a failed trade
< 1 min read Reproduced with permission from the Crude Oil Insights blog Nothing worthwhile in life is worth doing part time. If you