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More Derivatives pricing articles
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
OTC commodity swaps valuation, hedging and trading
Pricing and valuing derivatives has become a thornier problem as the product spectrum has widened. The obvious solution, a library of product-specific analytics, faces a challenge of its own – namely,...
The FVA debate continues
Computation, computation, computation
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.