Financial maths: Difference between revisions
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* [[Day count conventions]] | * [[Day count conventions]] | ||
* [[Discount rate]] | * [[Discount rate]] | ||
* [[Dividend | * [[Dividend growth model]] | ||
* [[Financial]] | |||
* [[Financial model]] | |||
* [[Foreign exchange forward contract]] | * [[Foreign exchange forward contract]] | ||
* [[Four way equivalence model]] | * [[Four way equivalence model]] | ||
* [[Interest rate parity]] | * [[Interest rate parity]] | ||
* [[Internal rate of return]] | * [[Internal rate of return]] | ||
* [[Present value]] | * [[Present value]] | ||
* [[Real option]] | * [[Real option]] | ||
* [[Rounding]] | * [[Rounding]] | ||
*[[SONIA]] | |||
* [[Swap points]] | * [[Swap points]] | ||
* [[Value at risk]] | * [[Value at risk]] | ||
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== Other resource== | |||
[[Media:FMM_The_Treasurer_to_Nov_2015.pdf| Financial maths student articles in The Treasurer]] | [[Media:FMM_The_Treasurer_to_Nov_2015.pdf| Financial maths student articles in The Treasurer]] | ||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
Latest revision as of 22:35, 11 March 2023
Financial maths is the systematic and quantified analysis of:
- Financial instruments
- Financial risk
- Corporate value and
- The fundamentally important relationships between them.
The most important benefit of working with these tools is developing the skill to identify assumptions, and the confidence to challenge them.
This is essential in practice because so many real life assumptions are unstated, unrecognised, and expensively or dangerously wrong.
See also
- Annuity factor
- Capital asset pricing model
- Cross-currency interest rate swap
- Day count conventions
- Discount rate
- Dividend growth model
- Financial
- Financial model
- Foreign exchange forward contract
- Four way equivalence model
- Interest rate parity
- Internal rate of return
- Present value
- Real option
- Rounding
- SONIA
- Swap points
- Value at risk
