Derivatives
Monte Carlo Method Explained
I am going to explain in reasonably simple terms what a Monte Carlo process is and show how we use it in Finance. This is not a Mathematical treatise on the subject but rather a layman's guide to what a Monte Carlo is. Read More…
Fixed Income and Rates
Filed in: Fixed Income | Rates | Duration | Convexity | Yield Curve | Bootstrapping | Banking | Finance
Fixed Income and Rates
This article is an introduction to Fixed Income instruments. I only want to give here a basic walk through.
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This article is an introduction to Fixed Income instruments. I only want to give here a basic walk through.
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Equity Derivatives
Filed in: Derivatives | Delta | Gamma | Theta | Vega | Rho | Put Call Parity | Banking | Finance | Vol Smile
Most vanilla derivatives are reasonably easy to value using the Black Scholes formula. This formula also allows us to gain insights on the derivative such as the Delta, Gamma and Theta. Read More…