Market Analysis Crude Oil Crude oil remained weak during the week with WTI closed at $43.10/BBL and Brent closed at $45.66/BBL on Friday, a decrease of 3.67% on Brent. The bearish tone is primarily due to the fact that OPEC cut is proving ineffective as

The post LNG Natural Gas Market Update – 19th – 23rd June 2017 appeared first on Finance Training Course.

Excel convergence hacks for TARF pricing models. Convergence between closed form and simulation model prices is enhanced with variance reduction procedures. It encourages model extension to complex products. For our TARF pricing model in its original form convergence is a challenge. We will try and

The post Excel convergence hacks for TARF pricing models appeared first on Finance Training Course.

Excel TARF Pricing Models – Black Scholes approach Our alternate Excel TARF Pricing model uses the Black Scholes close form solution to find a price. The TARF contract described in the product term sheet above is equal to having a series of forward contracts that

The post Excel Target Redemption Forward (TARF) Pricing Models – Black Scholes appeared first on Finance Training Course.

TARF Pricing Models Our two part series on TARF pricing models begins where we stopped with our analysis on TARF hedge effectiveness. We cover both vanilla TARF (without any path dependent options) and Knock in Knock out (KIKO) TARF’s in that discussion. In this post

The post Target Redemption Forward (TARF) Pricing Models in Excel appeared first on Finance Training Course.

Market Analysis Crude Oil Crude oil remained weak during the week with WTI closed at $44.74/BBL and Brent closed at $47.37/BBL on Friday. OPEC monthly out report depicted increase of 0.33 million barrel a day primarily from Nigeria and Libya, which are not part of

The post LNG Natural Gas Market Update – 12th – 16th June 2017 appeared first on Finance Training Course.

Market Analysis Crude Oil Crude oil remained weak during the week with WTI closed at $44.74/BBL and Brent closed at $47.37/BBL on Friday. OPEC monthly out report depicted increase of 0.33 million barrel a day primarily from Nigeria and Libya, which are not part of

The post LNG Natural Gas Market Update – 12th – 16th June 2017 appeared first on Finance Training Course.

Teaching computational finance to ordinary mortals. Time sure flies when you are having fun. It’s been 7 years and change since we first started this project as an experiment. An initial dump of class notes for my students that over time grew into eleven hundred

The post Celebrating 7 years of decoding computational finance. appeared first on Finance Training Course.

Teaching computational finance to ordinary mortals. Time sure flies when you are having fun. It’s been 7 years and change since we first started this project as an experiment. An initial dump of class notes for my students that over time grew into eleven hundred

The post Celebrating 7 years of decoding computational finance. appeared first on Finance Training Course.