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