Refine by Content Type

Refine by Product

Refine by Time Frame

image thumbnail

updated almost 2 years ago

FX Forward by Vilen Abramov

This file replicates cross-currency forward pricing using covered interest parity (CIP) (forex, forward, exchange rate)

fxforward

image thumbnail

updated 5 years ago

Foreign Exchange Options by Rodolphe Sitter

Valuation of European and American options on foreign exchange using Garman-Kohlhagen model (finance, foreign exchange, fx)

fxoptions( S0, X, rd, rf, T, vol, style)

Contact us