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27/04/2023 - Pourquoi l’achat d’un swap receveur et la combinaison d’un achat de swaption receveuse et de la vente d’une swaption payeuse ont le même payoff?
24/04/2023 - What is the difference between Macaulay, Modified and Effective duration?
23/04/2023 - Why you should not early exercise an in the money call option and why you should early exercise a deep in the money put option…
11/03/2023 - What is the carry arbitrage model?
03/03/2023 - How to price an interest rate swap?
15/02/2023 - Why a long a receiver swaption and short a payer swaption with the same exercise rate is equivalent to entering a receive-fixed, pay-floating swap?
19/01/2023 - Why the benefits paid in a defined benefit plan are not (always) taken into account in total cash outflow?
05/12/2022 - The covered interest parity : the no arbitrage condition