QuantFinanceToGoPricing

Forwards and the Law of One Price

The forward price from no arbitrage, option payoffs and put call parity, with a section on currencies: interest rate parity and forward exchange rates.

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How this module runs

  1. 01 · IntroductionWhat it is and why it matters
  2. 02 · Key PointsThe most important points
  3. 03 · The Math + PythonFormula, step by step, code
  4. 04 · Real WorldWhere it is used, best practice, common mistakes
  5. 05 · QuestionsExercises and interview
  6. Mini projectOne small program
Mini projectAn arbitrage checker for forward, currency and option pricesOne small program on the topic, to run and to extend step by step.

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