Statistics - calculus introductory

Course

Online

Price on request

Description

  • Type

    Course

  • Methodology

    Online

  • Class hours

    2h

In finance, we use calculus as a tool for measuring the sensitivity of certain variables to changes in other variables (e.g., how sensitive is the price of a bond to changes in interest rates). In this section, we review methodologies for calculating the slope of a curve (the first derivative), and the rate of change of slope (the second derivative). We then discuss the importance of. Suitable for: Anyone who works in the capital markets area. It can be used to start your work in this area or as reinforcement if you are a little rusty

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Course programme

In finance, we use calculus as a tool for measuring the sensitivity of certain variables to changes in other variables (e.g., how sensitive is the price of a bond to changes in interest rates).
In this section, we review methodologies for calculating the slope of a curve (the first derivative), and the rate of change of slope (the second derivative). We then discuss the importance of these measures for assessing the risk of various financial instruments.
By the end of this module you will be able to:
  • Understand calculus
  • Calculate first and second derivatives
  • Use calculus to asses risk

Statistics - calculus introductory

Price on request