# Daily Archives: October 3, 2010

## Feedback 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

## Options Pricing Training: Interest Rate Options: Pricing Caps and Floors

Interest Rate Options Caps and Floors Here is the second course on Advance Interest Rate Products. The perquisite for this course is the first course on pricing interest rate swaps. Interest Rate Swaps (IRS) – Pricing Interest Rate Swaps – The valuation course The second

## Mathematical Finance: Interest Rate Models: Calibrating CIR and HJM Interest Rate Model

Calibrating Interest Rate Models While in earlier training courses we have covered classic interest rate models, in this session we review two more advance Interest Rate Models, the Cox Ingersoll & Ross Model (CIR) and the Multifactor HJM model for projecting the entire forward curve,

## Forwards and Swaps: Interest Rates Models: Bootstrapping the Zero curve and Implied Forward curve

This road maps focuses on bootstrapping the zero curve and using the zero curve to calculate implied forward interest rates (forward curve). We then used the projected forward rates to price the swap rate for fixed to floating interest rate swap. A separate series of posts build on this material and extend its reach to pricing interest rate caps, interest rate floors, range accrual notes, commodity and equity linked notes.

## Options, Forwards, Futures: Pricing Interest Rate Swaps

Pricing Interest Rate Swaps (IRS) Here is the first course on pricing interest rate swaps and cross currency swaps divided into three separate sections that address basics of interest rate swaps, term structure modeling and boot strapping and mark to market and valuation. Pricing Interest

## Mathematical Finance: Option Pricing using Monte Carlo Simulators in Excel

Mathematical Finance: Option Pricing using Monte Carlo Simulators In addition to the Black Scholes Equation and binomial trees another important tool in option pricing is Monte Carlo Simulation. A Monte Carlo Simulator in Excel uses the inbuilt Random function in excel to model uncertainty. The

## Options Pricing Training: Binomial Trees

Binomial Trees This course focuses on an alternative method of implementing a two-dimensional binomial tree compared to the traditional method of building a binomial tree presented in most option pricing text books. The alternate approach is based on the techniques documented by Professor Mark Broadie

## Options and Futures Training: Basic Options Trading Strategies

Basic Options Trading Strategies The training session covers introductory spreads, straddles, strangles, butterflies and ratio spreads primarily used in option trading and trading strategies. Trading options and derivatives – Strategy review The session assumes familiarity with options and derivatives. If you need a quick refresher

## Derivatives Training: Options Pricing and Products reference

Derivatives and Options Pricing, Risk Management and Financial Equation Reference For a complete reference to equations and calculator referred to in our course catalog, please see theDerivative Pricing and Financial Risk Equation Glossary. For topic specific equations, please see the following links: Calculating Value at

## Options and Derivatives Training: Introduction to Derivatives: Options, Futures, Forwards and Swaps

Options and Derivatives Training: Introduction to Derivatives: Options, Futures, Forwards and Swaps The introduction to options and derivatives course has three modules. Two are online learning and self contained training courses while the third is a derivatives and options pricing equation reference. You can go