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Swaptions

Quant Book Review on DotNet C Sharp in Financial applications book with fixed income swaptions options derivatives

Quant Book Review on DotNet C Sharp in Financial applications book with fixed income swaptions options derivatives Very good book introducing these missing and lesser known market assets Join my FREE Learn how I plan to use this book for my trading environment NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT …

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Swaptions: 1 Price, 10 Deltas, and… 6 1/2 Gammas*: Wilmott Magazine Article

Swaptions: 1 Price, 10 Deltas, and… 6 1/2 Gammas*: Wilmott Magazine Article Marc Henrard In practice, option pricing models are calibrated using market prices of liquid instruments. Consequently for these instruments, all the models give the same price. But the risk implied by them can be widely different. This note compares simple risk measures (first …

Swaptions: 1 Price, 10 Deltas, and… 6 1/2 Gammas*: Wilmott Magazine Article Read More »

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