One key decision every business has to make is how much of its goods or services to make available to customers. Demand functions will give you a sense of how much revenue a business can bring in ...
The ability to compute exotic greeks is important in explaining profit and loss statements, but what is the best way to calculate them effectively? In a virtual talk for the Bloomberg Quant (BBQ) ...
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FVA can be broken down into two components: the funding cost adjustment (FCA), arising when the derivatives business requires funding; and the funding benefit adjustment (FBA), arising when the ...
In this special guest feature, Ian Finder from Microsoft Azure writes that GPU VMs with Riskfuel’s derivatives models based on artificial intelligence are much faster than previous methods.
J.B. Maverick is an active trader, commodity futures broker, and stock market analyst 17+ years of experience, in addition to 10+ years of experience as a finance writer and book editor. Thomas J ...
A key risk-management tool in the complex world of derivatives margin trading is variation margin. Variation margin is used to fully collateralize derivative contracts and ensure the stability of the ...
One key decision every business has to make is how much of its goods or services to make available to customers. Demand functions will give you a sense of how much revenue a business can bring in ...