Endur converting between different Units for Financial Oil Products Different products get traded in different units. In certain Crack/Basis spread deals these need to be converted to Read More
Black Scholes ( Black 76 ) Formula in Endur with Delayed Payment (from Exercise Date) This document shows the formula used to derive Option Value using Black Scholes ( Black 76 ) formula applied to commodity options Read More
Commodity Delta and FX Conversion in Endur A presentation explaining how FX Conversion issues can affect the Delta of Commodity deal , and some possible solutions to this. Read More
Absolute Beginners Guide to VaR VaR is a measure of the expected loss over a given time horizon at a given confidence interval Read More
Projection Methods – Article 1 A presentation that looks at how Projection Methods in Endur are used to created pricing structures. Read More
Endur FX Exposures for USD company trading EUR denominated Oil products Lets say we are a USD reporting company trading EUR denominated Oil products. Oil is quoted in USD so there is a FX risk. Read More