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Description of Mathematics for Derivatives - Training Manual

Without a sound foundation and understanding of the basic mathematical concepts of derivatives, it is impossible to enter into derivatives contracts with confidence and without the danger of incurring major losses. Correct mathematical approach and precise accuracy in calculation are esential.

Tis workbook starts with a module on bridging mathematics to ensure that you have a sound base fro which to move on to the more complex and specific derivatives calculations. It then teaches the mathematical principles of the underlying instruments such as forex and bonds, before moving on to describe how the concepts should be aplied to derivative instruments such as futures, options and bonds. The final module looks at advanced concepts and applications.

You will learn:

- To bring your maths up to the required level for using derivatives effectively

- The principles of geometric progression, logarithms, and exponential functions

- Statistical and calculus principles of derivatives

- Key elements in FX and bond mathematics

- Regression and forecasting

- How to understand and use duration and convexity

- The principles and mathematics of option pricing

- How to approach exotic swaps and options

- The significance and application of zero curves, interpolation and smoothing

Prices for orders being shipped outside GB

USA - US$295
HK - HK$
Canada - US$295
Europe - US$295
ROW - US$295

Title Information

ISBN:

9781855646421

Format:

Paperback

Product Code:

10006

Publisher:

Euromoney Self Study Solutions

Published:

01/01/1970

Edition:

1st Edition

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Contents of Mathematics for Derivatives - Training Manual

Module 1: Bridging Mathematics for Derivatives
Order operations and signs
Solving equations
Simplifying expressions and equations
Geometric progressions
Logarithms and exponential functions
Statistics for derivatives
Calculus for derivatives

Module 2: Fundamental Concepts and Techniques
Effective rates
FX mathematics for derivatives
Bond mathematics
Regression and forecasting
Duration and convexity
Appendix: Durbin Watson table

Module 3: International Applications - Underlying instruments
International bill futures
International bond futures
International equities
Vanilla options
International swaps
Currency and commodity futures and options

Module 4: Advanced Concepts and Applications
Zero curves
Interpolation and smoothing
Introductory exotic swaps
Introductory exotic options