Excel DownloadsPDF Downloads

Excel Downloads

The following is a list of topic guides are available:

 

Item Content Price
Asset Liability Management (ALM) Crash CourseALM Crash Course – Excel Examples [includes Cost of Close Liquidity Gaps, Cost of Close Interest Rate Risk, Earnings at Risk, Market Value of Equity]

  1. Duration Convexity Example
  2. Value at Risk with Liquidity Premium – EXCEL EXample

$125.00


Black-Derman-Toy (BDT) Interest Rate ModelBlack-Derman-Toy Model Construction – EXCEL Example

  1. How to utilize results of a Black Derman Toy Model – EXCEL Example

$125.00


Calculating Value at Risk (VaR)Calculating VaR – EXCEL Example

  1. Portfolio VaR – EXCEL Example
  2. Value at Risk with Liquidity Premium – EXCEL Example

$77.00


Credit Analysis & Credit ProcessCredit Analysis – Financial Institution – EXCEL Example

$49.00


Derivatives PricingValuing Options – Black Scholes Example

  1. Valuing Options – Binomial Tree Example – Traditional Approach
  2. Derivative Pricing – Binomial Trees – EXCEL Example

$40.00


Forward Prices and Forward Rates – Calculation reference & detailed examplesCalculating Forward Prices, Rates, YTM & FRA Values

$27.79


Heath Jarrow Merton (HJM) Interest Rate Model
  1. Pricing IRS – Module I – Term Structures EXCEL Example
  2. Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model
  3. Principal Component Analysis – PCA – US Treasury Yield Rates

$130.00


Interest Rate Simulation Crash CoursePricing IRS – Module I – Term Structures EXCEL Example

  1. Calibration of CIR Model Example
  2. Black-Derman-Toy Model Construction – EXCEL Example
  3. How to utilize results of a Black Derman Toy Model – EXCEL Example
  4. Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model
  5. Principal Component Analysis – PCA – US Treasury Yield Rates

$199.00


Monte Carlo Simulation
  1. Monte Carlo Simulation – Commodity – Example
  2. Monte Carlo Simulation – Currency – Example
  3. Monte Carlo Simulation – Equity – Example

$18.00


Pricing Interest Rate Swaps and Interest Rate OptionsPricing IRS – Module I – Term Structures EXCEL Example

  1. Pricing IRS – Module II – IRS and CCS EXCEL Example
  2. Pricing Interest Rate Options – Module III EXCEL Example

$60.00


Setting Counterparty LimitsSetting Limits – EXCEL Example

$169.00


Treasury Crash CourseALM Crash Course – Excel Examples [includes Cost of Close Liquidity Gaps, Cost of Close Interest Rate Risk, Earnings at Risk, Market Value of Equity]

  1. Duration Convexity Example
  2. Calculating VaR – EXCEL Example
  3. Value at Risk with Liquidity Premium – EXCEL Example

$110.00

PDF Downloads

The following is a list of topic guides available:

 

Item Content Price
Asset Liability Management (ALM) Crash CoursePDF notes

  1. ALM Crash Course
  2. Value at Risk with Liquidity Premium

$125.00


Black-Derman-Toy (BDT) Interest Rate ModelPDF notes

  1. How to construct a Black Derman Toy Model in EXCEL
  2. How to utilize results of a Black Derman Toy Model

$125.00


Basel & ICAAPPDF notes

  1. ICAAP – Overview & Core Concepts
  2. ICAAP Sample Report Template & Executive Summary
  3. Basel III – Liquidity Framework

$125.00


Calculating Value at Risk (VaR)PDF notes

  1. Calculating VaR – Includes case study
  2. Value at Risk with Liquidity Premium

$77.00


Credit Analysis & Credit ProcessPDF notes

  1. Credit Analysis – First Course
  2. Credit Analysis – Financial Institution
  3. Credit Process

$49.00


Derivatives PricingPDF notes

  1. Derivative Pricing – Binomial Trees – Efficient Approach

$40.00


Derivative ProductsPDF notes

  1. Derivatives Terminology Crash Course
  2. Derivative Products

$15.00


Forward Prices and Forward Rates – Calculation reference & detailed examplesPDF notes

  1. Calculating Forward Price and Forward Rates in EXCEL

$27.79


Interest Rate Simulation Crash CoursePDF notes

  1. Interest Rate Simulation Crash Course

$199.00


Pricing Interest Rate Swaps and Interest Rate OptionsPDF notes

  1. Pricing IRS – Module I – Term Structures
  2. Pricing IRS – Module II – IRS and CCS
  3. Pricing Interest Rate Options – Module III

$60.00


Setting Counterparty LimitsPDF notes

  1. Setting Counterparty Limits
  2. Sample Counterparty Limit Proposal

$169.00


Treasury Crash CoursePDF notes

  1. Treasury Crash Course
  2. Value at Risk with Liquidity Premium

$110.00