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Startups: How to build a financial model and breathe life into it
Considering embarking on the road to entrepreneurship? Clueless about financial modeling? In this post we aim to provide a basic explanation of financial modeling and its importance for startups.
We begin by asking the following questions:
Should you focus on the best case or worst case scenario for your financial statements? How deep should you go in your analysis? What is credibility and how is it achieved? How do footfall and ticket size apply… Premium Courses Heath Jarrow Merton (HJM) Interest Rate Model - Package$130.00Risk Frameworks & Applications – 2nd Edition$140.00Black Derman Toy Model Construction – EXCEL Example$64.99Treasury Crash Course$219.00Pricing Ladder Options using a Monte Carlo Simulator
Ladder options are options where the strike is reset whenever the price of the underlying asset reaches certain trigger levels or rungs during the tenor of the option. When the next strike or rung of the ladder option is triggered the profit between the old and new rungs/ strike prices are locked in. The rungs of a ladder option can be structured in one or both directions to allow…
Premium Courses Treasury Crash Course$219.00REBOOT$6.99Crude Oil Mispricing model$199.00ALM – Crash Course$59.00BASEL III – update March 2012
In preparation for Basel III and the requirements for banks and insurance companies to hold higher (and better quality) minimum amounts of tier-1 capital, various responses/ reactions to the regulatory regime changes are being witnessed in different countries.
Convertible Preferred SharesIssuing new equity is an expensive source of capital for an entity. According to the Australian Prudential regulation authority, banks and insurance companies have devised a way to increase funding…
Premium Courses Monte Carlo Simulation – Commodity – Example$8.99Asset Liability Management (ALM) Crash Course - Package$125.00Pricing IRS – Module I – Term Structures$14.49How to construct a Black Derman Toy Model in EXCEL$29.00Interest Rate Models: Building Black, Derman and Toy (BDT) in Excel: Define Output Cells
In the second stage of the construction of the Black-Derman-Toy (BDT) one factor interest rate model in EXCEL we will look at how the output cells to the model are assigned.
Define Output CellsThe median rates (except for the median rate at t =0) and sigmas are the solved for cells that result when the model outputs are calibrated to the observed inputs as defined by the…
Premium Courses Pricing Interest Rate Options – Module III EXCEL Example$13.99Calculating VaR – Includes case study$18.49Pricing Ladder Options using a Monte Carlo Simulator$22.00Derivatives Pricing - Package$40.00Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: Define Input Cells
This is the first of seven posts where we will be considering the step- by- step process of building the Black-Derman-Toy (BDT) one factor interest rate model in EXCEL. In this post we will see how the input cells to the model, among other things the initial yield rates and volatilities, are defined.
Define Input CellsAssign Input cells on the excel sheet. These are:
Term = Tenor being…
Premium Courses Pricing IRS – Module I – Term Structures EXCEL Example$13.99Pricing Interest Rate Swaps and Interest Rate Options - Package$60.00Forward Prices, Forward Rates and Forward Rate Agreements (FRA) - EXCEL Example$24.99Monte Carlo Simulation – Currency – Example$8.99Interest Rate Models: Black, Derman and Toy (BDT): Building BDT in Excel: Introduction
In this post we consider the basic features of a Black-Derman-Toy (BDT) one factor interest rate model as well as some of the simplifying assumptions made in its construction.
IntroductionIn order to value instruments whose cash flows are contingent on interest rates we would require a term structure of interest rates which define the evolution of spot rates over time. These term structures are in turn derived using term structure…
Premium Courses Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates - PDF$9.99Monte Carlo Simulation – Commodity – Example$8.99Relative Gold Price model$139.00ICAAP Sample Report Template & Executive Summary$79.00Top 10 Active courses in October
The top 5 most active courses in October on the Learning Corporate Finance site so far:
Top 10 MBA: 15 months as a MBA student at Columbia Business School
Accounting Crash Course
Corporate Finance: First Course
Learning Corporate Finance – APICTA and Manthan Awards nominations
Learning Corporate Finance, a side project at Alchemy that we started to support our learning practice picked up two awards last week. Learning Corporate Finance (LCF) will be representing Pakistan in the e-learning category at the Asia Pacific ICT Awards being held in KL, Malaysia early next week. We were very lucky to be also nominated as the Pakistan country representative again in the e-learning category at…
Premium Courses Pricing Ladder Options using a Monte Carlo Simulator$22.00Heath Jarrow Merton (HJM) Interest Rate Model - Package$130.00Credit Analysis & Credit Process - Package$49.00ALM and Capital Adequacy$199.00Feedback is a gift: Help us win at APICTA, the Delhi Manthan Awards and more
Learning Corporate Finance will be representing Pakistan in the e-learning category at the Asia Pacific ICT Awards in KL later this month. Incidentally side by side with the APICTA Awards, LCF has also been nominated to the Delhi Manthan 2010 Awards later this year.
This request for feedback goes out to all users and readers who have helped us grow over the last 6 months to where we are now….
Premium Courses Understanding N(d1) & N(d2)$199.00How to utilize results of a Black Derman Toy Model – EXCEL Example$42.99Forward Prices, Forward Rates and Forward Rate Agreements (FRA) - EXCEL Example$24.99Valuing Options – Black Scholes Example$12.99
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