Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Save to My Library
Look up keyword or section
Like this
7Activity

Table Of Contents

Financial Arithmetic Basics
SOME OPENING REMARKS ON FORMULAS
USE OF AN HP CALCULATOR
SIMPLE AND COMPOUND INTEREST
Example 1.6
NOMINAL AND EFFECTIVE RATES
FUTURE VALUE / PRESENT VALUE; TIME VALUE OF MONEY
DISCOUNT FACTORS
CASHFLOW ANALYSIS
INTERPOLATION AND EXTRAPOLATION
EXERCISES
The Money Market
OVERVIEW
DAY/YEAR CONVENTIONS
MONEY MARKET INSTRUMENTS
MONEY MARKET CALCULATIONS
DISCOUNT INSTRUMENTS
CDS PAYING MORE THAN ONE COUPON
FORWARD-FORWARDS, FRAsAND FUTURES
APPLICATIONS OF FRAs
Interest Rate Futures
EXCHANGE STRUCTURE AND MARGINS
FUTURES COMPARED WITH FRAs
PRICING AND HEDGING FRAsWITH FUTURES
TRADING WITH INTEREST RATE FUTURES
Bond Market Calculations
OVERVIEW OF CAPITAL MARKET INSTRUMENTS
FEATURES AND VARIATIONS
INTRODUCTION TO BOND PRICING
DIFFERENT YIELD MEASURES AND PRICE CALCULATIONS
A SUMMARY OF THE VARIOUS APPROACHES TO PRICE / YIELD
BOND FUTURES
CASH-AND-CARRY ARBITRAGE
Zero-coupon Rates and Yield Curves
ZERO-COUPON YIELDS AND PAR YIELDS
FORWARD-FORWARD YIELDS
SUMMARY
LONGER-DATED FRAS
Foreign Exchange
SPOT EXCHANGE RATES
FORWARD EXCHANGE RATES
CROSS-RATE FORWARDS
SHORT DATES
CALCULATION SUMMARY
VALUE DATES
FORWARD-FORWARDS
TIME OPTIONS
LONG-DATED FORWARDS
SYNTHETIC AGREEMENTS FOR FORWARD EXCHANGE (SAFEs)
ARBITRAGING AND CREATING FRAs
DISCOUNTING FUTURE FOREIGN EXCHANGE RISK
Interest Rate and Currency Swaps
BASIC CONCEPTS AND APPLICATIONS
PRICING
VALUING SWAPS
HEDGING AN INTEREST RATE SWAP
Hedging an interest rate swap
AMORTISING AND FORWARD-START SWAPS
CURRENCY SWAPS
Options
THE IDEAS BEHIND OPTION PRICING
PRICING MODELS
THE GREEK LETTERS
HEDGING WITH OPTIONS
SOME “PACKAGED” OPTIONS
SOME TRADING STRATEGIES
SOME LESS STRAIGHTFORWARD OPTIONS
HINTS ON EXERCISES
ANSWERS TO EXERCISES
SELECT BIBLIOGRAPHY
INDEX
0 of .
Results for:
No results containing your search query
P. 1
Calculations Financial Mastery

Calculations Financial Mastery

Ratings: (0)|Views: 113 |Likes:
Published by Jmitchdominion
Finnce
Finnce

More info:

Published by: Jmitchdominion on May 14, 2013
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

07/29/2013

pdf

text

original

You're Reading a Free Preview
Pages 9 to 65 are not shown in this preview.
You're Reading a Free Preview
Pages 74 to 123 are not shown in this preview.
You're Reading a Free Preview
Pages 132 to 250 are not shown in this preview.
You're Reading a Free Preview
Pages 259 to 339 are not shown in this preview.
You're Reading a Free Preview
Pages 348 to 417 are not shown in this preview.

Activity (7)

You've already reviewed this. Edit your review.
1 hundred reads
wanzza liked this
pahpra liked this
antpsi liked this
rasguli liked this
johneddlewis liked this
bhn2you liked this

You're Reading a Free Preview

Download
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->