LFS Insights

    Expert Teaching for Exceptional Performance

    Monetising Convexity (Q&A from the Webinar)

    1. Is it fair to say that options actually have two types of convexity: one due to the payoff structure, working along the underlying’s price..

    Mar 13, 2024 4:38:11 PM / by Richard Fedrick

    Key Issues in Interest Rate Derivatives Valuation (Q&A from the Webcast)

    Jun 15, 2023 5:05:20 PM / by Richard Fedrick

    Modern Derivatives Pricing – CSA Discounting

    May 19, 2021 1:23:34 PM / by Richard Fedrick

    Modern Derivatives Pricing – Collateral, Funding and OIS Discounting

    May 19, 2021 1:13:13 PM / by Richard Fedrick

    Interest Rate Derivatives Discounting – What it is and What it isn’t

    May 19, 2021 1:06:29 PM / by Richard Fedrick