Blogs
5 Greeks and Corresponding Sensitivities
Submitted by GeorgeS on Tue, 03/23/2010 - 07:51
Greek Measures option price sensitivity to changes in:
Delta Underlier Price
Gamma Underlier Price
Vega Underlier Volatility
Theta Time to Expiration
Rho Interest Rate
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What is interest rate risk?
Submitted by GeorgeS on Thu, 02/18/2010 - 17:53Risk is either of increased funding cost for borrowers, or of reduced yields for investors. Short-term volatility and the unpredictability of interest rates led the banks and the financial exchanges to create ' an explosion' of financial instruments. Each of these instruments has a different set of characteristics for hedging interest rate risk on both loans and deposits, in different global currencies in both the short and long term.
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Bermudan swaption
Submitted by admin on Sun, 10/25/2009 - 20:27Suppose a fixed-coupon callable bond was brought to the market by a company.
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Interest Rate Derivatives
Submitted by admin on Sun, 10/25/2009 - 20:23 An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a (usually notional) amount of »
Downloading and Installing Python
Submitted by GeorgeS on Sat, 10/03/2009 - 17:58Python can be downloaded from http://python.org
For unix platforms download the .tgx file , extract the files and go to the main directory. Build Python by performing the following:
- ./configure
- make
- make install
Python is usually installed in a standard location so you can find it rather easily. It has become quite common place for systems today to have multiple versions of Python installed. While it is easy to find the binary executable, you also have to deal with where the libraries are installed.
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iphone technology
Submitted by admin on Fri, 07/10/2009 - 18:24iPhone SDK uses the Objective-C language, which is an extension to the C language. Like any other mobile, iPhone too has a different programming platform; Windows Mobile (VB.NET/C#) and Android (Java) use object-oriented languages and are identical in syntax. However, Objective-C takes a totally different approach. Being different it creates a learning barrier especially for beginners dealing with Mac OS for the first time.
Objective-C as implemented by Apple is built entirely around Objects. It is used throughout the iPhone OS’s frameworks. Windows, views, buttons, sliders and controllers exchange information with each other in the form of events and actions in order to make the program run.
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