Quantitative Finance EXCEL models
Decode | Build | Deploy
Assess impact of changes in yield curve on Net Interest Income at risk for a bank.
Build performance linked economic capital engine for financial institutions.
Calculate holding period return for portfolios.
Price a derivative security with Monte Carlo Simulations using Excel Models.
Build Excel Models for conditional Value at Risk.
Estimate FAS 157 fair value for Level 3 assets and liabilities.
Our Courses
Our signature courses include standalone PDF based study guides combined with Excel data sets and templates. We call them value packs. Look up the concept in the PDF, follow through with its implementation in the Excel file. Extend your learning to your own version of the model.
About FinanceTrainingCourse
Created by a team of risk professionals with the objective of helping people learn, understand and apply quantitative and computational finance tools. For many years, we looked for a resource that we could use for training our new team members within the domain of risk management. This site is the public face of that internal tool used to train clients and employees on advance topics in computational and quantitative finance.
From Asset Liability Management to Portfolio Optimization, from Option pricing to interest rate simulations, from treasury risk to Basel internal capital adequacy assessment (ICAAP), from economic capital to conditional value at risk, from Level 3 asset valuation to disclosures to IFRS 9, we have helped customers and clients decode and use hand on Excel modeling skills. The challenges have always been interesting. So have been the models.
Courses and study guides are written from a practitioner’s point-of-view, providing bite-sized concepts and topics with detailed application-oriented cases. Materials are tested as part of our instructor led training practice that trains participants on cross selling treasury products and applied financial modeling in the MENA region. Advance Excel models come directly from our sixteen year old risk and actuarial consulting practice – Alchemy Technologies.
Walk away from deriving equations and formulas … Understand by building your own working Excel models
Our History
Whether you are trying to comprehend asset liability management, simulate interest rates, build volatility surfaces, apply value at risk or optimize portfolio allocation across multiple asset classes, the traditional road to comprehension is littered with obtuse references. A large majority of textbook and academic courses in the computational finance field focus on deriving theoretical foundations. That works great if you are walking in with a PhD in Physics, Stochastic Calculus or Finance. But what if you are not? What if you have no idea how to translate the last 200 pages you have read into an Excel model that you can put to work tomorrow morning?
Welcome to FinanceTrainingCourse.com. We spent the last twenty-five years building financial models. We spent the last fifteen building bridges between practitioners in the field and Quantitative Finance. From Asset Liability Management to Portfolio Optimization, from Option pricing to interest rate simulations, from treasury risk to Basel internal capital adequacy assessment (ICAAP) we have helped customers and clients put real models at work to solve real life challenges. We use a unique market focused hands on model building approach that assumes very little prior advance quantitative background.
We assume some familiarity with finance, with statistical distribution, with Excel, and with financial modeling but that is it. You don’t need to be intimately familiar with the Black Scholes derivation, with Monte Carlo simulations or with Ito’s lemma.
The approach evolved from teaching short two day to week long courses to corporate banking and treasury teams and executive MBA students across the Far East and MENA region. It was further refined by helping client board members navigate the challenges of interpreting risk numbers and models and putting them to work in the real world.