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sharksfan

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tT
发表于 2011-7-11 18:26 | 只看该作者

formulas from memory, no peeking at notes, watch this son

watch, memory, credit
options


min
e call = s - (x/(1+ RFR)^n/365)
a call = same as e call
e put = (x/(1+ RFR)^n/365) - s
a put = x - s

max
e call = s
a call = same as e call
e put = (x/(1+ RFR)^n/365
a put = x

put-call part = c+ (x/(1+ RFR)^n/365) = s +p

beta of ass = (beta of comp/(1 +((1 -tax)D/E))
beta of project = beta of ass(1 +((1 -tax)D/E)


ROE = NI/EBT * EBT/EBIT *EBIT/sales * sales/ass * ass/equi

cost of trad credit = (1+ (dis/1-dis))^356/days) - 1

beta = cov/var


mm = 360(db)/360 - (t)(db)



triger proice for margin = P((1-int mar)/(1-maintance))

fra payoff = notion(((under at exp - for rate)(days/360))/1 + (under at exp*(days/360)))
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Londonrocks

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2#
发表于 2011-7-11 18:27 | 只看该作者
^this as well as the portfolio, 2 asset, etc variance and std dev formulas are probably the hardest ones to remember for me. nice job all from memory!

fra payoff and the options formulas are particularly hard for me to remember.. it'll be a "night before" memorization for me hahaha

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JGovender

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3#
发表于 2011-7-11 18:27 | 只看该作者
You're forgetting cost of ST borrowing. Difficult to retain but quite important

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jim8z3

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4#
发表于 2011-7-11 18:27 | 只看该作者
its not that difficult trust me
look keep the point in mind that
ST is per period cost of borrowing devided by net proceeds

Bank loan for 2 months

Net expense= Interest for 2 months + any commitment fee for two months
Net proceeds= Loan amount (as you will be awarded full amount)

Banker's acceptence

Expense= discount for two months
Net proceeds= Amount-discount (what you get initially)

commercial notes

expense: (discount+dealer's commision+backup commision) for two months
Net proceeds= Amount-discount (what you get initially)

its not that difficult i guess

and yes
do remember Inverse floater's return
Payoff=L-R(rate) (correct me if i am wrong)

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Finalnub

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5#
发表于 2011-7-11 18:27 | 只看该作者
hasnain0099 Wrote:
-------------------------------------------------------
> its not that difficult trust me
> look keep the point in mind that
> ST is per period cost of borrowing devided by net
> proceeds
>
> Bank loan for 2 months
>
> Net expense= Interest for 2 months + any
> commitment fee for two months
> Net proceeds= Loan amount (as you will be awarded
> full amount)
>
> Banker's acceptence
>
> Expense= discount for two months
> Net proceeds= Amount-discount (what you get
> initially)
>
> commercial notes
>
> expense: (discount+dealer's commision+backup
> commision) for two months
> Net proceeds= Amount-discount (what you get
> initially)
>
> its not that difficult i guess
>
> and yes
> do remember Inverse floater's return
> Payoff=L-R(rate) (correct me if i am wrong)


where did you get these formulas from? i dont remember Schweser teaching me formulas for short term borrowing..? Just showed me what the different forms of short term borrowing were.

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