Caia Level 1

Caia Level 1 Formulas

Caia Level 1 Formulas


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Cartes-fiches 98
Langue English
Catégorie Finances
Niveau Autres
Crée / Actualisé 10.02.2016 / 14.08.2022
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loan-to-value ratio:
interest cover ratio:
debt service coverage ratio:
fixed charges ratio:
DCF income approach:
annual fee:
incentive fee payout:
incentive fee call option value:
simple moving average:
weighted moving average:
relative strenght index:
convertible bond value:
option strike price:
conversion value:
conversion premium:
variance notional value:
variance swap payoff (variance given):
standardized unexpected earnings:
information ratio:
Estimating the standard deviation of a hedge fund portfolio:
Cost of carry relationship:
forward price of a financial asset:
forward price of a physical asset:
commodity forward price inequality:
forward basis:
calendar spread:
roll yield:
LBO return:
Merton Modell payoffs:
bond value using Merton Model:
risk-neutral pricing approach:
binomial approach put option value:
binomial approach bond value:
binomial model credit spread:
expected credit loss:
probability of bond default:
approximate probability of bond default:
credit put option payout:
return on equity:
single factor model: