EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
4 mins read Our alternate EXCEL TARF Pricing model uses the Black Scholes close form solution to find a price. The TARF contract
Target Redemption Forward (TARF) Pricing Models in Excel
5 mins read Our two part series on TARF pricing models begins where we stopped with our analysis on TARF hedge effectiveness. We
The case for participating forwards
3 mins read This week we took a deep look at a number of common structured products and their hedge effectiveness. One product
Mis-selling in FX Markets – Losses from zero cost investments
5 mins read Investors – financial institutions, non-financial institutions, individuals – choose the FX Markets for a number of reasons that include hedging
Dual Currency Deposits (DCD)
5 mins read Dual Currency Deposits (DCD) are structured products that allow an investor to earn an increased interest rate as compared to
Understanding Option Greeks – Introducing Gamma
3 mins read Understanding Option Greeks – Introducing Gamma Gamma is the second derivative of the option price with respect to the price