Financial Markets Mathematics: 2 Day Workshop

Financial Risk

  • The nature of financial risk
  • Financial mathematics and the management of financial risk

General Concepts in Financial Mathematics

  • The basics
  • Numbers raised to a power
  • Linear and nonlinear functions
  • Summation
  • Time value of money
  • Annuities
  • Nominal and effective rates of interest
  • Internal rate of return
  • Interpolation
  • Averages
  • Basic calculus

Market-Specific Financial Mathematics:
Money, Bond and Foreign Exchange Markets

  • Forward interest rates
  • Calculating price given yield
  • Calculating yield given price
  • Yield to maturity
  • Zero coupon bonds
  • Zero coupon bond yield curve
  • Duration and modified duration
  • Convexity
  • Foreign exchange markets: forward points

Transaction-Specific Financial Mathematics:
Financial Derivatives and Measuring Value at Risk

  • Statistical measures: mean, dispersion and correlation
  • Basic probability theory
  • A frequently used distribution: the Normal distribution
  • Hypothesis testing
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