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
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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.
Absolute Beginners Guide to VaR
VaR is a measure of the expected loss over a given time horizon at a given confidence interval
Projection Methods – Article 1
A presentation that looks at how Projection Methods in Endur are used to created pricing structures.
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.
Report Builder Evaluation 1
Report Builder is the Point and Click (or better known as Drag n Drop) report designer provided by OpenLink. This tool boasts of rapid development