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Revision of Applied Financial Mathematics

At the end of this course, you will have a comprehensive overview of key mathematical and statistical concepts needed for a comfortable discovery of financial calculation, portfolio management, company valuation and financial planning.
At the end of the training, participants will have learned how to perform financial calculation such as:
- – calculate time value of multiple payments
- – calculate discounting factors, spot rates and implied forward rates
- – calculate present value using various discounting methodology
- – calculate various measures of financial returns
- – calculate the impact of exchange rates movements on returns
- – calculate the price of a simple Interest Rate Swap
- – calculate various sensitivity measure, such as duration
In statistics, participants will have learned how to:
- – calculate the variance of returns, as well as standard deviation
- – calculate covariance and coefficient of correlation
- – variance of a portfolio of returns with multiple assets
- – estimate the Beta of a portfolio of assets
- – measure the sensitivity of asset returns to the return of the market
- – calculate various performance ratios such as the Sharpe Ratio
Finally, participants will get an overview on how to calculate various equity market ratios used in estimating the value of equities such as dividend yield, return on equity, quick ratio, etc.

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