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Corporate Finance: First Course, Financial Analysis: Ratio Analysis, Finance Risk Management: Calculating Value at Risk Finance Credit Applications: Credit Analysis, Finance… Premium Courses Ratio Analysis$16.69Principal Component Analysis – PCA – US Treasury Yield Rates$54.49Derivatives Terminology Crash Course$7.99Pricing IRS – Module I – Term Structures$14.49Archives for Finance
Corporate Finance Training Course Guide Road Map
You would like to study finance and have no idea where to start? Start here.
Think of finance as a subject that answers three basic questions
How do you evaluate opportunities for investment – also known as the valuation question How do you chose between opportunities – also known as the investment or choice question How do you fund or finance your investment decisions and choices – also known as the funding questionAt…
Premium Courses Monte Carlo Simulator with Historical Returns$199.00Introduction to Financial Modelling$49.00Derivative Products$11.49Derivative Products - Package$15.00Interest Rate Simulations: Pricing securities, forecasting monetary policy
In addition to the Interest Rate Forecasting workshop now scheduled for 28th and 29th December, our first downloadable pdf edition of the Interest Rate Modeling course is now on sale on the online finance course store. The course was written specifically to support the interest rate modeling excel spreadsheets for BDT, HJM and CIR introduced earlier.
Here is the table of content for the pdf version of the interest…
Premium Courses Risk Frameworks & Applications – 2nd Edition$140.00Valuing Options – Black Scholes Example$12.99Credit Process$11.99Forward Prices and Forward Rates - Calculation reference & detailed examples$27.79Interest Rate Forecasting: Using CIR (Cox Ingersoll Ross) Model: Simulating the term structure of interest rates
Earlier we had estimated the parameters of the Cox-Ingersoll-Ross (CIR) model from market data. We now apply these estimated parameters to the CIR Model process to simulate future short rates of interest. We will use the derived future short rates along with the implied perfect correlation between them and longer term rates to arrive at the complete term structure of interest rates.
Simulating future short term interest rates under the… Premium Courses Interest Rate Simulation Crash Course - Package$199.00ICAAP – Credit EXCEL Example$99.00Heath Jarrow Merton (HJM) Interest Rate Model - Package$130.00Crude Oil Mispricing model$199.00Interest Rate Forecasting: Using CIR (Cox Ingersoll Ross) Model: Estimating Parameters & Calibrating the CIR Model
In this post we explore how the Cox-Ingersoll-Ross (CIR) parameters are estimated, in other words we consider how the CIR model is calibrated to real world data.
The existing literature contains a number of papers that seek to estimate the parameters of the short rate models. Different authors use different data sets, time periods, sampling frequencies, and empirical methodologies.
The empirical methodology we have considered for estimating parameters in the CIR…
Premium Courses Portfolio Risk Metrics – EXCEL Example$19.99Calculating VaR – Includes case study$18.49Forward Prices, Forward Rates and Forward Rate Agreements (FRA) - EXCEL Example$24.99ALM and Capital Adequacy$199.00Interest Rate Forecasting: Using CIR (Cox Ingersoll Ross) Model: Introduction
In this post we give an overview of the one-factor equilibrium Cox-Ingersoll-Ross (CIR) model and its mains features.
The short-term interest rate is one of the key financial variables in any economy. It is a target instrument that central banks use to implement monetary policy and an important economic indicator for regulators and governments. It is also a key variable for business since it forms the basis of floating rate…
Premium Courses Pricing Interest Rate Swaps and Interest Rate Options - Package$60.00Calculating VaR – EXCEL Example$13.99Building Maturity & Liquidity Profiles for Deposits and Advances$149.00Monte Carlo Simulator with Historical Returns$199.00Introduction to Treasury Products – Quiz 2
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Forward Prices and Forward Rates - Calculation reference & detailed examples$27.79Derivative Pricing – Binomial Trees EXCEL Example$12.99Derivatives Pricing - Package$40.00Interest Rate Simulation Crash Course$79.99
Advanced Fixed Income Securities – Quiz 2
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Basel III – Liquidity Framework$41.49How to utilize results of a Black Derman Toy Model – EXCEL Example$42.99ALM – Crash Course$59.00Forward Prices and Forward Rates - Calculation reference & detailed examples$27.79
Introducing the ICAAP (Internal Capital Adequacy Assessment Process) excel template
Internal Capital Adequacy Assessment Process was introduced a few years earlier with mandatory regulatory reporting deadlines that started kicking in 2009, 2010. While we first introduced the sample ICAAP report a few weeks earlier a number of customers asked for an ICAAP excel sheet. Here is the excel template that was used to generate the detailed credit portfolio portion of the ICAAP report. From transition matrices to…
Premium Courses Corporate Finance – First Course – Includes case study$17.49Pricing Interest Rate Options – Module III EXCEL Example$13.99Calculating VaR – Includes case study$18.49Black-Derman-Toy (BDT) Interest Rate Model - Package$125.00Editor Profile – Jawwad Farid
Jawwad Farid
Jawwad Farid is the founder and CEO of Alchemy Technologies, an enterprise risk practice that builds and deploys risk, treasury, market and credit risk platforms. He is a Fellow Society of Actuaries (Chicago), a MBA from Columbia Business School (New York City) and a computer science graduate. During the last 18 years, he has…
Premium Courses ICAAP – Overview & Core Concepts$59.00Derivative Products - Package$15.00Collateral Valuation in Credit Risk Management$21.49How to construct a Black Derman Toy Model in EXCEL$29.00
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