Handy formulas...

[FRM Bionic Ninja Turtle]

Hello Fellow BT Forum-ers,

As the exams is around the corner...the only cramming we would want to do is cram these useful formulas;




Let's get e' ball rolling. Post the formulas you've learn and those you'd like to...memorized by heart! Best bet that comes out in the exams wins..


T4 - European Options using BSM

1. Duration Mod = DV01 / Price * (10,000)

 

[Nicole Seaman]

If anyone is looking for a list of formulas, the following thread is also very useful: https://forum.bionicturtle.com/threads/formula-summary-for-the-upcoming-frm-exam.7015/.

 

[FRM Bionic Ninja Turtle]

Awesome! Thanks Nicole M.!