Search results

  1. Pricing forwards paid in different currency

    Hi, I have a question that I believe is more on the practical than theoretical side. Say we have an asset in EUR and a forward contract on this asset which is to be paid in USD. In most theoretical models (at least the ones I know of) there is only one risk free interest rate for each...
  2. YTM Method "US street"

    Hi, I am currently implementing different yield to maturity conventions but can't find any good documentation about US street. Does anyone have links to good material regarding this or feel they could explain it? I would really appreciate an explicit formula. Also, is there any difference...
  3. Where do I find option prices?

    Hi! I just found this forum and I'm glad, there is a lot of great info here. I am currently getting started with my master thesis in Financial Engineering. Sadly, my University is more on the theoretical side than anything related to the real world so I'm kind of lost. I need option prices on...
Back
Top