The seminar focuses on differentiation and integration, Taylor expansion and optimisation. Financial applications include calculating the convexity of a bond portfolio and the estimation of the delta and gamma of an options portfolio.

 

At the end of Intrinsic Value's training seminar in calculus the participant should be able to:

􀂅  Explain the concept of differentiation.

􀂅  Demonstrate  the  application  of  the  rules  of  differentiation to polynomial,

     exponential and logarithmic functions.

􀂅  Calculate the modified duration of a bond.

􀂅  Discuss Taylor Approximations.

􀂅  Demonstrate the concept of convexity.

􀂅  Demonstrate the concept of delta, gamma and vega.

􀂅  Demonstrate Partial Differentiation.

􀂅  Demonstrate Total Differentiation.

􀂅  Discuss the Fundamental Theorem of Analysis.

􀂅  List the Indefinite Integral(s) of function(s).

􀂅  Apply the Rules of Integration.

􀂅  Discuss Optimisation of Univariate and Multivariate functions.

􀂅  Demonstrate Constrained Optimisation using Lagrange Multipliers.