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Black Scholes calculator online with dividends

Black Scholes calculator online price of Call option and Option’s delta and gamma introduce inputs in yellow cells: dividend yield (all cash dividends divided by spot) excel : Advanced Black Scholes calculator Advanced Black-Scholes online calculator takes real market interest

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how to value Credit Default Swap default leg and default probabilities

how to value CDS (credit default swap) default leg with following time structure: 0—-t1—–t2—-t3—–t4—–….—T Suppose that default (at time ) can only occur at discrete times t1,t2,t3,.. and Qi=survival probability until time then default leg of Credit Default Swap pays:

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finance c++ programming course [part 5] – basket options with monte carlo c++

Part 5 c++ finance course Monte-Carlo c++ – basket options Objective – price basket options based on this you’ll be able to price Autocallable, Himalaya, Spread and similar basket options Basket option Here let’s see how to price an option

Posted in quant finance coding course

finance c++ programming course [part 4] – Monte Carlo c++ Path-dependent payoffs

Part 4 c++ finance course Monte-Carlo c++ – Path-dependent payoffs Objective – price asian option with c++ – price lookback option here we’ll show how to extend previous programs to price path dependent payoffs Asian Option lets start with asian

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finance c++ programming course [part 3] – Monte Carlo c++

Part 3 c++ finance course Monte-Carlo c++ Objective – generate random numbers – Calculate Call option with Monte – Carlo – intro to std::vector here we’ll see how to use containers in C++ in many books on c++ you’ll see

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finance c++ programming course [part 2] – numerical integration Black Scholes

part 2 black scholes via numerical integration finance c++ course objective – calculate Call option in Black Scholes model using c++ C++ and QuantLib have many types of variables in quant finance most useful types are: double – to store

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finance c++ programming course [part 1] – installation

C++ finance course for beginners – part 1 – hello world REQUIREMENTS: – microsoft visual studio express 2012 (it’s free,older versions are similar. there are slight differences between microsoft and linux c++) – some programming experience in another language Course

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FX forward valuation excel

Here we’ll show how to value FX forwards (Foreign eXchange) on EURUSD exchange rate in excel with quantlib excel addin in this example we’ll need following market data: EURUSD spot EURUSD forward points (can get from bloomberg or reuters) EUR

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Amortizing interest rate swap valuation excel example

Amortizing interest rate swap valuation excel with 2 curves example: for online amortizing interest rate swap valuation with credit valuation adjustment see Online Amortizing Interest rate swap valuation with CVA and OIS discounting for quantlib python version see Amortizing Interest

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Simple Derivatives CVA Calculation Example (credit valuation adjustment) excel

Here we show simplest method called current net exposure for more elaborated Monte-Carlo method using python see CVA with monte carlo calculation for online interest rate swaps and OTC derivatives valuation with CVA see Derivatives accounting calculators CVA calculation online

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