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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.

How To Calculate Volatility

A short article on how to calculate historical volatility and annualising the number.

Author: Rosli Mohd Sani

Parametric VaR: Single Exposure

An introduction to value at risk with single asset/stock.

Author: Rosli Mohd Sani

Parametric VaR: Dual Exposure

The article illustrates how to calculate value at risk with two assets/stocks.

Author: Rosli Mohd Sani

Parametric Value at Risk (VaR) - Multi Exposure Dual Currency

The article illustrates practical ways to calculate asset and liabilty exposure in different currencies.

Author: Rosli Mohd Sani

FX Options Volatility Surface

We demonstrate how volatility surface can be generated from ATM, risk reversal and strangle quotations

Author: Rosli Mohd Sani