Pricing Interest Rate Swaps – Process
2 mins read time The following process will be followed when determining the value […]
Pricing Interest Rate Swaps – What is a Swap?
2 mins read time Swaps This is an agreement between two parties, usually institutions, […]
Pricing Interest Rate Swaps – More terminology
2 mins read time Relationship between Spot and Forward Rates The following formulas summarize […]
Pricing Interest Rate Swaps – Terminology and Notation
2 mins read time Session One Definitions Cash flows The key to pricing or […]
Trading with Options – Lessons learnt from a failed trade
< 1 min read Reproduced with permission from the Crude Oil Insights blog Nothing […]