This section provides material that currently is not in our contributors' book/publication but may be included in future edition or another book. As in the other materials, calculators, which make us different from other training site, will be included where relevant.
A short article on how to calculate historical volatility and annualising the number.
Author: Rosli Mohd Sani
An introduction to value at risk with single asset/stock.
Author: Rosli Mohd Sani
The article illustrates how to calculate value at risk with two assets/stocks.
Author: Rosli Mohd Sani
The article illustrates practical ways to calculate asset and liabilty exposure in different currencies.
Author: Rosli Mohd Sani
We demonstrate how volatility surface can be generated from ATM, risk reversal and strangle quotations
Author: Rosli Mohd Sani