Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. Yonhap recently reported that South Korea’s investors appear to have lost money by investing in complex ...

IVOL offers retail exposure to advanced interest rate derivatives typically only available to institutional traders, providing a way to bet on the steepening yield curve and macro dynamics. IVOL's ...

Swaptions and constant maturity swap spread options are essential to calibrating interest rate models yet remain computationally demanding. Toufik Bellaj, Khalid Bellaj and Hicham Nait Yahia propose a ...

True or false? In the post-EMIR landscape, insurance firms and pension funds are likely to face increased cost from mandatory clearing and margining of their interest rate swaps in order to hedge ...