With the recent rise in inflation, many central banks are increasing interest rates in an attempt to cool the economy. This has led to...

Acquiring another company or a material asset can be both exciting and stressful for management. Often it is pivotal – a “game changer”...

When dealing with financial risk, a typical approach would include these three steps: (i) identify the risk (ii) understand and quantify...

These are handy tricks which allow you to check the pricing of "non-vanilla" interest rate and currency swap features, such as delays,...

This briefing note covers concepts used in the valuation of certain derivative products. Quanto adjustments, Convexity adjustments and...