In this video, Gontran explains the pricing of futures and forwards, the repo adjustment and introduces the ISDA master agreement.
Key learning objectives:
What are Forward contracts?
What is Repo?
What factors determine the fair value of an asset?
How is the Delta of forwards and futures expressed?
What is the ISDA master agreement?
Introduction to Interest Rate Swaps and Use Cases
David Leeming • 17:58