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

sharksfan

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)))