In this page you can find our series of bi-weekly tutorials where we will solve exercises taken by popular text books (for example John C. Hull, Options, Futures and other derivatives) with Fairmat. - Tutorial #1: learn how to price zero coupon bonds, how to price to price simple forward contracts, how to model forward price with dividends. Read it, look at the video, Download the samples.
- Tutorial #2: learn how to calculate the convenience of an Interest Rate Swap, how to handle day conventions, how to calculate the expected value of a SWAP. Read it, look at the video, download the samples!
- Tutorial #3: simple tutorial which shows you how to price options using monte carlo simulation. Read it, look at the video, download the samples.
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