The success of an investment manager relies on a combination of in-depth financial knowledge, advanced analytics, market forecasting,
and investment tools. Investors rely on valuation tools to compute fair value and risk in order to be successful in this challenge
landscape. A slight error in valuation can lead to a big loss.
Financial knowledge is vital for participants to be successful in financial markets. FinThink share its extensive knowledge in
financial industry with people who are interested in the markets
Commodity Futures Swap
A commodity futures swap (CFS) is a linear portfolio of forward contracts on commodity futures. A commodity futures belongs to the category of arithmetic average forward contracts. Due to the linearity with respect to underlying asset prices, an arithmetic average forward contract is just a linear combination of ordinary forward contracts.
Commodity Futures Swap Details
Windows Barrier Option
An FX Double Window Double Barrier option can be seen as a special case of a complex barrier option, where we can have multiple single and double partial barrier (partial barrier meaning: the barrier is effective only on a subinterval of the full option term).
Windows Barrier Option Details
Inflation Linked Asset Swap
An inflation linked asset swap (ILAS) is a security in which a stream of inflation linked cash flows, that match the payments of an inflation linked bond, are swapped for a stream of cash flows that pay LIBOR plus a spread, or a fixed rate.
Inflation Linked Asset Swap Introduction
FX Option Valuation via BGM
We introduce the Brace-Gatarek-Musiela (BGM) model for pricing FX exotic options. The interest rate diffusion refers to the Brace-Gatarek-Musiela (BGM) model that is a multi-factor log-normal model.
Intraday Report
This report is to enable user to track situations that are not covered purely by the violations.
Portfolio Report
A dropdown list displays alphabetically the list of Portfolio Managers names. A name is to be selected and added to the parameter. This list will be kept up to date with the current organization.
Credit Manager Report
The user can select one Credit Manager and may opt to include “ALL” Credit Managers. The selection of “ALL” indicates the Credit Manager with Counterparties that have booked deals (status=A) that generate a violation group.