Archives for August, 2011

Crude Oil Mispricing Model – Commodity Prices and a study in Trailing Correlations

30th August 2011 by under Commodities, Computational Finance, Crude Oil, Middle Office and VaR, Online MBA Resources, Recommended Reading     

The Crude Oil Mispricing model, presented in MS Excel worksheet format, assesses what the price of crude oil should have been if the historical relationship between crude oil and a given commodity were to have continued into the future. Vice versa, what would the price of a given commodity be if the average correlation between crude oil and a given commodity was maintained over the analysis period?

A comparative study…

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Relative Gold Price Model – Forecasting the price of gold

30th August 2011 by Admin under Commodities, Crude Oil, Gold, Middle Office and VaR     

The relative gold price model, presented in MS Excel worksheet format, assesses the relative value of Gold against that of other commodities. It is used to:

Highlight trends in the relationships between gold and a given commodity Identify points when relations broke-down or when a new “normal” was created. This may be due to new drivers influencing one or both commodities.

The data used in the analysis is spot price data for…

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Understanding Crude Oil. A model for dissecting crude oil

28th August 2011 by Admin under Commodities, Crude Oil, Gold     

Here is the model we used last year to dissect the projected price behavior of oil. This was a fundamentals driven model that examined supply and demand gap, future supply sources and shocks, core demand growth drivers and relative value effects. The same approach was used later this year in building our fundamentals driven model for gold price forecast.

Our summarized outlook was simple. Oil demand…

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Understanding Gold! Short Gold or add to your positions? A look at gold silver ratio and relative value argument

28th August 2011 by Admin under Business School, Middle Office and VaR, Online MBA Resources     
Understanding Gold! Go long, hold or short? Using relative value and the gold/silver ratio as a trading signal

To understand Gold and its recent rise to US$1876 and beyond one has to take a step back in time and look at the price series of the yellow metal over the last 6 years.

It is difficult to look at this chart in isolation and build a model. For…

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Introducing the Online Risk Treasury Resource Guide – Premier Edition

26th August 2011 by Admin under Computational Finance, EXCEL Examples, Finance course, Middle Office and VaR, Online MBA Resources     
Finance, Quant, Risk practitioner training content with hosted LMS. For individual and institutional customers.

Eleven year later after the birth of the original corporate finance e-education portal our revamped and redesigned corporate training product took another big step today.

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Finance Training Courses at the Capital Club, DIFC, Dubai, UAE

24th August 2011 by Admin under Misc.     

Short half day and full day format applied and corporate finance training courses coming soon to the Capital Club at DIFC in Dubai (UAE) and locations in Abu Dhabi and Al-Ain in collaboration with our DIFC Partners, Kinetrix Limited. Courses cover a range of hands on practical topics from treasury risk to project finance, from interest rate modeling to understanding commodities risk.

Risk and Treasury Online Training Courses…

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LCF Site update: We are back in business

21st August 2011 by Admin under Misc.     

Our apologies for the intermittant outage at the site triggered by a rogue wordpress plugin that went on a rampage starting Wednesday morning and was finally resolved this Sunday am. Sanity has finally been restored and the site is up and back in action.

In case you missed us we are back again effective Sunday afternooon.

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Business Plan Pitches: SP Jain EMBA Students take a shot at pitching their dreams

21st August 2011 by Admin under B School, Business School, Small Business, Video     

Here is the second round of our annual business plan pitching competition courtesy of my EMBA students at the SP Jain campus in Dubai.  The entrepreneurship crash course was conducted in mid July 2011 and had 45+ students submitting 45+ business plan pitches each from two batches (Batch 17 and Batch 18) for a final haul of 90 presentations.

This post presents the top five pitches and an honorable…

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Five River does Pakistan – Our independence day gift from Lahore, pepperpk, Amir Hussain and Hasan Rizvi

15th August 2011 by Admin under Misc.     

It’s been a while since I saw something which is representative of the Pakistan I know. Five River in Lahore does a piece on the real Pakistan, the one hidden away from the rest of the world by the WSJ, FT, Times, Newyork Post and the Economist.

This is my Pakistan. Thank you Five River.

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Entrepreneurship: Redux

10th August 2011 by Admin under Misc.     

It looks like a day for social innovation. Here is one more Jehan.

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