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Vasicek Model for Interest Rate Modelling

The Vasicek model assumes a mean-reverting process for short-term interest rates. It produces a specific term structu...

Owais Siddiqui
22 Oct 2022
1 min read

Exotic Options

As the word represents, Exotic options are the options that are used rarely and are customised. They are opposite of ...

Owais Siddiqui
21 Oct 2022
1 min read

Net Stable Funding Ratio

The net stable funding ratio is a liquidity requirement that requires banks to have sufficient stable funding to cove...

Owais Siddiqui
21 Oct 2022
1 min read

Convexity Formula

Convexity relates to the interaction between a bond's price and its yield as it experiences changes in interest rates.

Owais Siddiqui
21 Oct 2022
1 min read

American Options

American options are the options that give the holder of the Option the right to retire even before the maturity.

Owais Siddiqui
21 Oct 2022
1 min read

Optimal Hedge Ratio

Optimal hedge ratio defines the futures market position that will simultaneously minimize the risk absorbed in the ma...

Owais Siddiqui
21 Oct 2022
1 min read

ISDA Master Agreement

Derivative transactions are conducted worldwide with financial organizations and corporates involved from all around ...

Owais Siddiqui
20 Oct 2022
1 min read

Unit Root

A unit root is a stochastic trend in a time series that is frequently referred to as a random walk with drift

Owais Siddiqui
20 Oct 2022
1 min read

Hedge Fund Strategies

Hedge fund strategies are a set of principles followed by a hedge fund to protect themselves against the movements of...

Owais Siddiqui
20 Oct 2022
1 min read

Forward Quotes

Forward quotes are used to represent and identify the future rates of the currency. These rates are used for currency...

Owais Siddiqui
20 Oct 2022
1 min read