Alfidi Capital Blog

The official "blog of bonanza" for Alfidi Capital. The CEO, Anthony J. Alfidi, publishes periodic commentary on anything and everything related to finance. This blog does NOT give personal financial advice or offer any capital market services. This blog DOES tell the truth about business.

Showing posts with label interest rate swaps. Show all posts
Showing posts with label interest rate swaps. Show all posts
Saturday, March 29, 2014

The Haiku of Finance for 03/29/14

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Adjusting swap price Mark to market and disclose Complicated math

Using And Misusing XVA Swap Pricing Adjustments

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Welcome to the world of swap pricing.  I have never touched swaps in the real world.  Studying their construction during my MBA program was...
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Anthony Alfidi
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