markets-finance

Every prerequisite, as text

The same information as the map above, in full.

• Interest requires Money
• Percentage change requires Price
• Inflation requires Price
• Supply and demand requires Price
• Opportunity cost requires Price
• Arbitrage requires Price
• Interest requires Saving
• Budget requires Saving
• Opportunity cost requires Saving
• Diversification requires Risk
• Expected value requires Risk
• Leverage requires Risk
• Assets and liabilities requires Ownership
• Equity (stock) requires Ownership
• Supply and demand requires Market
• Equity (stock) requires Market
• Bond requires Market
• Market efficiency requires Market
• Debt requires Interest
• Compound interest requires Interest
• Inflation requires Percentage change
• Compound interest requires Percentage change
• Real vs nominal requires Percentage change
• Real vs nominal requires Inflation
• Market microstructure requires Supply and demand
• Assets and liabilities requires Debt
• Bond requires Debt
• Leverage requires Debt
• Financial statements requires Assets and liabilities
• Equity (stock) requires Assets and liabilities
• Time value of money requires Compound interest
• Present value requires Time value of money
• Future value requires Time value of money
• Forwards and futures requires Time value of money
• Discount rate requires Present value
• Annuity requires Present value
• Net present value requires Present value
• Bond pricing requires Present value
• Net present value requires Discount rate
• Perpetuity requires Annuity
• Bond pricing requires Annuity
• Discounted cash flow valuation requires Perpetuity
• Balance sheet requires Financial statements
• Income statement requires Financial statements
• Cash flow statement requires Financial statements
• Cash flow statement requires Income statement
• Free cash flow requires Cash flow statement
• Cost of capital (WACC) requires Equity (stock)
• Leverage requires Equity (stock)
• Bond pricing requires Bond
• Portfolio variance requires Diversification
• Covariance and correlation requires Expected value
• Market efficiency requires Expected value
• Risk-neutral valuation requires Expected value
• Value at risk requires Expected value
• Internal rate of return requires Net present value
• Discounted cash flow valuation requires Net present value
• Yield to maturity requires Internal rate of return
• Discounted cash flow valuation requires Free cash flow
• Yield to maturity requires Bond pricing
• Duration requires Bond pricing
• Cost of capital (WACC) requires Bond pricing
• Credit risk modelling requires Bond pricing
• Duration requires Yield to maturity
• Term structure of interest rates requires Yield to maturity
• Convexity requires Duration
• Portfolio variance requires Covariance and correlation
• Beta requires Covariance and correlation
• Efficient frontier requires Portfolio variance
• Beta requires Portfolio variance
• Value at risk requires Portfolio variance
• Capital asset pricing model requires Efficient frontier
• Capital asset pricing model requires Beta
• Cost of capital (WACC) requires Capital asset pricing model
• Factor models requires Capital asset pricing model
• Arbitrage requires Market efficiency
• Market microstructure requires Market efficiency
• Forwards and futures requires Arbitrage
• No-arbitrage pricing requires Arbitrage
• Options requires Forwards and futures
• No-arbitrage pricing requires Forwards and futures
• Put–call parity requires Options
• Systemic risk and contagion requires Leverage
• Risk-neutral valuation requires No-arbitrage pricing
• Put–call parity requires No-arbitrage pricing
• Binomial option pricing requires Risk-neutral valuation
• Black–Scholes requires Risk-neutral valuation
• Credit risk modelling requires Risk-neutral valuation
• Binomial option pricing requires Put–call parity
• Black–Scholes requires Binomial option pricing
• The Greeks requires Black–Scholes
• Implied volatility requires Black–Scholes
• Stochastic volatility models requires Black–Scholes
• Stochastic volatility models requires Implied volatility
• The volatility surface requires Implied volatility
• Systemic risk and contagion requires Value at risk
• Systemic risk and contagion requires Credit risk modelling
• Limit order book dynamics requires Market microstructure
• Market impact models requires Market microstructure
• The volatility surface requires Stochastic volatility models
• Market impact models requires Limit order book dynamics