Interest rate options

Derivatives

Derivative Pricing, Risk Management Pricing Equation Glossary

July 3, 2010April 12, 2016

1 min read

Here is a pricing and valuation equation glossary for the […]

Derivatives

Derivative Pricing – Interest Rate Swaps and Futures – Calculation reference

July 3, 2010October 22, 20147 Comments

1 min read

1. Interest Rate Swap a. Net Cash Flow The net […]

Derivatives

Black’s Formula: Pricing Interest Rate Caps and Floors – Calculation reference

July 3, 2010October 21, 20143 Comments

1 min read

Black Formula’s and valuing Interest Rate Caps and Floors Value […]