Pricing Interest Rate Options – Module III

Course Details

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  • Non Print version – $6.99
  • Print version – $9.99
  • EXCEL Example – $9.79

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Course Title

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Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
Pricing IRS – Module I – Term Structures
Pricing IRS – Module I – Term Structures

EXCEL Example

Pricing IRS – Module II – IRS and CCS
Pricing IRS – Module II – IRS and CCS

EXCEL Example

Pricing Interest Rate Options – Module III
Pricing Interest Rate Options – Module III EXCEL Example
Derivatives Terminology Crash Course

Course Contents

1. Pre-requisites
2. Caps and Floors

    a. Cap
    b. Floor
    c. Cap-Floor Parity

3. Accrual Swaps

    a. Method 1
    b. Method 2
    c. A second look at Method 1
    d. A second look at Method 2

4. Range Accrual Note
5. Commodity Linked Note

Number of pages

12

File Size

826 KB

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Interest Rate Options – Pricing Caps & Floors