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Handy formulas...

FRM Bionic Ninja Turtle

New Member
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)