Formula Sheet

i
i
PMT PV
n
) ) 1 ( 1 (

+
=
) ) 1 /( 1 (
n
n
i FV PV + =
) , 0 ( X S Max alue IntrinsicV =
) ) 1 ( , 0 (
T
r X S Max Valuation Lowerbound

+ =
T
e e
r X C S P

+ + = + ) 1 (
) , 0 ( X uS Max C
u
=
) , 0 ( X dS Max C
d
=
d u
d r
p
r
C p pC
C
dS uS
C C
h
d u
d u

+
=
+
+
=

=
1
1
) 1 (
T d d
T
T r X S Ln
d
d N Xe d SN C
c
T r
c

=
+ +
=
=

1 2
2
1
2 1
) 2 / ( ) / (
) ( ) (
T d d
T
T r r X S Ln
d
d N Xe d N Se C
f
T r T r
f

=
+ +
=
=

1 2
2
1
2 1
) 2 / ( ) / (
) ( ) (
m h h L
m h m h L
F
O
O
360
1
) 360 / )( ( 1
) 360 / ) )(( ( 1

+
+ + +
=

+ + +
+

+
=
) 360 / ) )(( ( 1
) 360 / ( 1
) 360 / ) )(( ( 1
1
m h m h L
m F
h h L
VF!"

)
) (
) ( 1
)(
1
(
1

=
n
i
i O
n O
t #
t #
$
!
) ( ) ( )
360
(
1
1
n O i
n
i
O
i i
FX!#
t # t #
t t
! V +

T
T
O O
% r S T f + = ) 1 ( ) (
T r
O O
c c
e S T f
) (
) (

=
) (
) 1 )( , 0 ( ) , 0 (
t T
t t
r T F S T V

+ =