This class covers a coherent approach to matrix calculus showing techniques that allow you to think of a matrix holistically (not just as an array of scalars), generalize and compute derivatives of ...
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction ...
PHILIPPINE Dealing and Exchange Corp. (PDEx) will launch a new derivative product next week, the country's first peso-denominated interest rate hedge, that will allow investors to reduce risks.