Credit options – part 7
Leave your thoughtsIn many respects, credit option strategies resemble those used in other asset classes. For example, we can express views on... View Article
Author Archives for Fmarketuser
Credit options – part 6
Leave your thoughtsIn this note we will consider some practical aspects of trading credit options on CDS indices. Cost We looked at... View Article
Credit Options – part 5
Leave your thoughtsEuropean-style options use the spot price as an input and then the internal mechanics of the model calculates the applicable... View Article
Credit options – part 4
Leave your thoughtsThis post may appear to be something of a diversion from our central topic of credit options, but it is... View Article
Credit options – part 3
Leave your thoughtsValuation It is somewhat inevitable that a discussion on credit options will require some explanation of their valuation. We can... View Article
Credit options – part 2
Leave your thoughtsRecap In part 1, we focused on the features of credit indices, on which the options are most commonly based. ... View Article
Credit options – part 1
Leave your thoughtsUnderstanding Credit Default Swap Indices In this series of posts we will have a look at credit default options which... View Article
Foreign Exchange Swaps – part 4
Leave your thoughtsMoving the delivery date of a currency receivable The largest segment of the Foreign Exchange (FX) market is FX swaps.... View Article
Foreign Exchange Swaps – part 3
Leave your thoughtsThe FX basis The question we seek to address in this blog is which interest rates should you use to... View Article
Foreign Exchange Swaps – part 2
Leave your thoughtsIntroduction In the first post we reviewed the theoretical methods used to calculate a forward FX rate. This was some... View Article