Simulation tools. Variance reduction techniques for option pricing models
4 mins read time Variance Reduction tools for Monte Carlo Simulation. Monte Carlo simulation […]
Options Pricing Training: Interest Rate Options: Pricing Caps and Floors
2 mins read time Interest Rate Options Caps and Floors Here is the second […]
Forwards and Swaps: Interest Rates Models: Bootstrapping the Zero curve and Implied Forward curve
3 mins read time This road maps focuses on bootstrapping the zero curve and using the zero curve to calculate implied forward interest rates (forward curve). We then used the projected forward rates to price the swap rate for fixed to floating interest rate swap. A separate series of posts build on this material and extend its reach to pricing interest rate caps, interest rate floors, range accrual notes, commodity and equity linked notes.
Options, Forwards, Futures: Pricing Interest Rate Swaps
2 mins read time Pricing Interest Rate Swaps (IRS) Here is the first course […]
Options Pricing Training: Binomial Trees
2 mins read time This course focuses on an alternative method of implementing a […]
Options and Futures Training: Basic Options Trading Strategies
2 mins read time Basic Options Trading Strategies The training session covers introductory spreads, […]