Rates, Volatility and the Virus: Visualisations of key market drivers in 2020 on Wed, Dec 30, 2020 Tags: rates, volatility, swaptions, swaps, plotly, visualisation
Switching to €STR: “Big Bang” troubles for Swaptions on Sat, Feb 29, 2020 Tags: swaptions
Collateralized Cash Price — An introduction to the new settlement standard in Swaptions on Wed, Nov 7, 2018 Series: Cash vs. Physical Swaptions Tags: swaptions, python, cash vs. physical
Collateralized Cash Price — A consistent pricing framework (part I) on Sat, May 26, 2018 Series: Cash vs. Physical Swaptions Tags: swaptions, python, cash vs. physical
Collateralized Cash Price — A consistent pricing framework (part II) on Sat, May 26, 2018 Series: Cash vs. Physical Swaptions Tags: swaptions, python, cash vs. physical
Collateralized Cash Price — A consistent pricing framework (part III) on Sat, May 26, 2018 Series: Cash vs. Physical Swaptions Tags: swaptions, python, cash vs. physical