C# Historical dividend retrieval in Excel
February 6, 2016
More in depth into Credit Support Annex (CSA)
January 31, 2016
object oriented VBA swaption pricing – part 2
January 3, 2016
object oriented VBA Swap pricing – Part 1
December 24, 2015
Plot Quandl data in Python
November 15, 2015
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When comparing to other vanilla derivatives, Cap and Floor pricing offers an additional complexity, as it does not involve a single volatility number. Indeed a Cap/Floor can be…