The prerequisite for this course is the first course on pricing interest rate swaps. Online Finance – Pricing Interest Rate Swaps – The valuation course And the second more advance course on interest caps, interest rate floors and other related fixed income options. The same
The perquisite for this course is the first course on pricing interest rate swaps Online Finance – Pricing Interest Rate Swaps – The valuation course And the second more advance course on interest caps, interest rate floors and other related fixed income options. The same
Here is the second course on Advance Interest Rate Products. The perquisite for this course is the first course on pricing interest rate swaps Online Finance – Pricing Interest Rate Swaps – The valuation course The second more advance course builds on the foundation laid
Here is the first course on pricing interest rate swaps and cross currency swaps divided into three separate sections that address basics of interest rate swaps, term structure modeling and boot strapping and mark to market and valuation. Basics Online Finance Course – Pricing Interest
Here are four posts from the Oil Insights blog that have caught the eye of traders and analysts that would also serve as useful reads for students of finance and options on this blog. Take a special look at the oil correlation posts and think
Caps and Floors The most commonly used options in the swaps market are caps and floors. A cap is a call on the rates where the payoff depends on Max (LIBOR – Strike, 0). A floor is a put on the rates where the payoff