Market Analysis Crude Oil Crude oil prices remained bearish throughout the week primarily based upon news on IEA report on enhanced demand for 2H 2017, import growth in China, weaker USD, EIA inventory data plus force majeure declaration from Nigeria and trading covering their short
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Market Analysis Crude Oil Crude oil gained strength in the first two days of the week primarily on US dollar strength and firmer than expected data from China’s PMI Index. However crude prices afterwards moved south based upon concerned about over supply situation, with OPEC
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Startup Founders and Standup Comedy in Karachi. Of all the startups incubated at the Nest.io there is one that stole and broke my heart. Adil and Junaid Malik, both graduates of Nimal College, Mianawali moved to Karachi to follow their dream of building a technology
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Market Analysis Crude Oil Crude oil gained strength during the week, after displaying a poor run last week, with Brent jumped by 4.93% from last Friday and closed at $47.92 whereas WTI closed at 46.04/BBL an increase by $0.38/BBL. Supply fundamental remained the same as
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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
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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
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TARF Pricing model guide Our new eight part series on TARF Pricing model guide is now live. The objective of the pricing model guide is to introduce both product features and behavior as well as pricing approaches to this common FX structure that can now
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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
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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
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The case for participating forwards This week we took a deep look at a number of common structured products and their hedge effectiveness. One product stood out in terms of its performance and that was the unconventional participating forward contract. Traditionally when we look at
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