Student Work

Sales Training and Swaption Pricing under New Regulatory Environment

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In order to address the changes resulting from the 2008-09 recession, this project created training for foreign exchange salespeople in Royal Bank of Scotland (RBS) on credit charges, funding rate changes, a new pricing tool and new-hire appropriate conduct, with technical improvements for some current applications. In addition to fulfil RBS's expectation, the project explores the pricing details of Interest Rate Swap Option (Swaption) in MATLAB through both analytical approach and Monte Carlo simulation.

  • This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
Creator
Publisher
Identifier
  • E-project-030910-152438
Advisor
Year
  • 2010
Center
Sponsor
Date created
  • 2010-03-09
Resource type
Major
Source
  • E-project-030910-152438
Rights statement
Última modificação
  • 2023-11-01

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