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Derivative Pricing, Risk Management Pricing Equation Glossary

Here is a pricing and valuation equation glossary for the financial engineering field used as a reference for the courses posted on Learning Corporate Finance . If you have come across a missing equation previously on a Learning Corporate Finance course, you will find it here.

Please see the master posts for actual formula, calculation references and example or use the links below to jump directly to the relevant sections.

Calculating Value at Risk

Duration, Convexity and Asset Liability Management

Black Scholes, Derivative Pricing, Binomial Trees

Calculating Forward Prices

Valuation of Interest Rate Swaps and Future Contracts

Financial Risk, Reward metrics and measures

Calculating Forward Rates

Black Formula’s, Valuing Interest Rate Caps and Floors

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