Pakistan Sukuk bonds priced at 5.625 and 6.875 for 5 and 10 year maturity
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Pakistan Dual Trancher On Wednesday, Nov 29th, Pakistan (B3/B) successfully […]
Portfolio alpha stability and allocation optimization models.
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Stability and robustness of portfolio Alphas – the excess return […]
Excel convergence hacks for TARF pricing models
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Convergence between closed form and simulation model prices is enhanced […]
TARF Pricing model guide now live
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Our new eight part series on TARF Pricing model guide […]
EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
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Our alternate EXCEL TARF Pricing model uses the Black Scholes […]
Target Redemption Forward (TARF) Pricing Models in Excel
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Our two part series on TARF pricing models begins where […]