Derivatives cheat sheet will be your help to easily remember the formulas. If you cannot focus on reading the books, then reading basic accounting questions and answers and having a cheat sheet will be your one stop solution.
Best Cheat Sheet Template for you
FRA payoff formula:
Notional Principal=
((ru−rf)*(
T
360
))
(1+ ru*(
360
))
where ru= means underlying rate at the expiration
rf= forward contract rate
t= days in the underlying rate
Put or Call Parity:
Putcall parity=c0+
X
(1+r)t
=p0+s0
Appraisal Price:
Appraisal Price=
NOI
Market Cap Rate
Present Value of the Free Cash Flows to Equity:
V=SUM
(FCFE)
(1+k)t
Justified or Fundamental (P/E):
P
E
=
(DE)
(kg)
calculus derivatives cheat sheet:price description
Price of the Callable Bond
Price of the callable bond equals to Price of the optionfree bond – Price of the embedded call option
Price of the Putable Bond
Price of the Putable Bond equals Price of optionfree bond + Price of the embedded put option
Tax Equivalent Yield
Taxexempt yield
(1+Marginal tax rate)
FRA Payoff
Floating rate at expiration–FRA rate×(days in floating rate∕360)
1+[Floating rate at expiration×(days in floating rate∕360)]
Here is another cheat sheet template you can rely with that will guide you in knowing the formula and for more information about derivatives.
Also, don’t forget to read about accounting cheat sheet and how to do it!
Cheat sheet tips: Great Guide
 Numerator: In here, the number will be positive if the floating rate will be greater than forward rate. In this case, expects and long benefits in receiving payment from short. Take note that the numerator will be negative if the floating rate will be lower than forward rate. In this case, the expects and short benefits in receiving payments from long.
 Denominator: It talks about discount factor in calculating present value of interest savings.
How to do a Cheat Sheet: Guidelines
 Call Option Payoffs
Option Position 
Description 
Payoffs 

Call option holder 
The choice in buying underlying asset for the X 
ST−X 
0 
Call option writer 
The obligation in selling underlying asset for the X and option holder chooses in exercisingthe option 
−(ST−X) 
0 
 Intrinsic Value of Call Option
Intrinsic value of call = Max [0, (St – X)]
Put Option Payoffs
Option Position 
Description 
Payoffs 

ST<X 
ST>X 

Put option holder 
The choice in selling underlying asset for the X 
X−ST 
0 
Put option writer 
The obligation in buying underlying asset for the X and if option holder chooses in exercising the option 
−(X−ST) 
0 
Moneyness and the Intrinsic Value of Put Option
Moneyness 
The current Market Price (St) vs. the Exercise Price (X) 
Intrinsic Value Max [0,(X St)] 
Inthemoney 
St is less than X 
X−St 
Atthemoney 
St equals X 
0 
Outofthemoney 
St is greater than X 
0 
Option Premium
Option premium equals Intrinsic value plus Time value
Put Call Parity
C0+
X
(1+RF)T
=P0+S0
It is important to know how to do a cheat because it will help you. What you need is to gather all the information, then sum it up for easy understanding.
Begin to make your own calculus derivatives cheat sheet so that you will have a guide whether you need it on class or serve as your review. Read this cheat sheet to know what you need to remember and consider in reading.
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