For a complete reference to equations and calculator referred to in our course catalog, please see the Derivative Pricing and Financial Risk Equation Glossary. For topic specific equations, please see the following links:
- Calculating Value at Risk
- Duration, Convexity and Asset Liability Management
- Black Scholes, Derivative Pricing, Binomial Trees
- Calculating Forward Prices and Forward Rates
- Valuation of Interest Rate Swaps and Future Contracts
- Financial Risk, Reward metrics and measures
- Black Formula’s, Valuing Interest Rate Caps and Floors
If you need something stronger than a simple equation reference, please see the introductory and intermediate courses below on Derivatives and Options products.
Derivatives for Dummies – a first look at options and derivatives
A quick look at basic concepts and vanilla options as well as synthetic manufacturing of options at a higher level of detail. The Derivatives for dummies crash course is followed by an intermediate level course that reviews product variation and basic pricing concepts.
- Options and Futures Training: Options and derivatives crash course: Terminology
- Options and Futures Training: Options and Derivatives Crash Course: Forward, Futures and Options
- Options and Futures Training: Options and Derivatives Crash Course: Payoff profiles – Forwards
- Options and Futures Training: Options and Derivatives Crash Course: Payoff profiles – Options, Calls and Puts
- Options and Futures Training: Options and Derivatives Crash Course: Synthetics
Derivative products
The second course on derivatives and options products digs a little deeper into products, pricing, sensitivities and product variations over ten easy to read chapters. Starting again from vanilla products we touch upon options on currencies and Forex, options on interest rates, forwards, futures an Interest Rate Swaps.
- Options and Futures Training: Derivative Products: Review
- Options and Futures: Derivative Products: Vanilla Products
- Options and Futures Training: Derivative Products: Pricing Basics
- Options and Futures Training: Derivative Products: Greeks and Binomial Trees
- Options and Futures Training: Derivative Products: Options on shares, stocks, currencies and equities
- Options and Futures Training: Derivative products: Exotic Options
- Options and Futures Training: Derivative products: Options on rates
- Options and Futures Training: Derivative Products: Forwards
- Options and Futures Training: Derivative Products: Futures
- Options and Futures Training: Derivative Products: Swaps
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