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Course Details

Financial Mathematics

overview

This programme gives participants a practical introduction to the essential mathematical tools required to value cashflows, and therefore a wide range of financial instruments.

objectives

By the end of the programme participants will be able to:

  • identify the key components embedded in a financial instrument, both cash market and derivatives, for valuation purposes,
  • use Excel and its in-built financial functions to value financial instruments, and
  • estimate the price of a non-contingent financial instrument using shortcuts.

who should attend?

The programme is intended for those who have to work with the valuation of financial instruments or whose work brings them into contact with valuation.

duration

1 day.

prior knowledge

No prior knowledge is assumed.

syllabus
  1. The time value of money
  2. Using Excel’s built-in financial functions
  3. Discount rate versus yield
  4. Cashflow valuation & bond pricing
  5. Annuities and perpetuities