Capital Market Insights | Richard Fedrick

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

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