Derivative Pricing, Risk Management, Financial Engineering – Equation Reference

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