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Computational Finance
  1. Mathematical Finance: Interest Rate Models: Calibrating CIR and HJM Interest Rate Model
  2. Mathematical Finance: Option Pricing using Monte Carlo Simulators in Excel
  3. Online Finance – FAS 157 – FSP FAS 157-4 – The FASB Position paper – Orderly vs. non-orderly transactions
  4. Online Finance: FAS 157 – The illiquid security valuation debate – the impact of distressed sales
  5. Online Finance: FAS 157 – A framework to measure fair value – Level One, Level Two and Level Three assets
  6. Online Finance: Fair Value – FAS 157 – valuation of illiquid securities
  7. Financial Reporting: FAS 157 Fair Value of financial securities and illiquid instruments
  8. Online Finance Pricing Case Study: Valuing Islamic Debt Instruments (Sukuk Bonds) and floating rate instruments
  9. Computational Finance: Simulating Interest Rates using trees and Monte Carlo Simulation
  10. Computational Finance: Linking Monte Carlo Simulation, Binomial Trees and Black Scholes Equation
  11. Computational Finance: Building Monte Carlo (MC) Simulators in Excel
  12. Computational Finance: Monte Carlo (MC) Simulation method: Understanding drift, diffusion and volatility drag
  13. Computational Finance: Interest Rate Modeling: PCA analysis for HJM Interest Rate Simulation and calculating Eigenvectors in Excel
  14. Extending MC simulation for currencies and commodities.
  15. Computational Finance: Building your first Monte Carlo (MC) simulator model for simulated equity prices in Excel
  16. Computational Finance: Monte-Carlo (MC) Simulation method– Building Equities, Commodities, Currencies and Interest Rate MC Simulators in Excel
  17. Computational Finance – US Treasury Curve Data – Principal Component Analysis (PCA) process, data and volatility function
  18. Computational Finance – Option Adjusted Spread – A numerical finance example
  19. Computational Finance – Calibrating the Cox, Ingersoll, Ross (CIR) Interest Rate Simulator
  20. Computational Finance – Option Adjusted Spread (OAS) and Mortgage Backed Securities (MBS)
  21. Valuation of Mortgage Backed Securities-Modeling Prepayments-Defaults, Curtailments and Payoffs
  22. Valuation of Mortgage Backed Securities-Modeling prepayments-Refinancing
  23. Valuation of Mortgage Backed Securities–Modeling Prepayments-Housing Turnover
  24. Online Finance – Mortgage Backed Securities (MBS) – Valuation of Mortgage Backed Securities (MBS)
  25. Online Finance – Computational Finance Glossary – Tongue twisters from the financial modeling world
  26. Online Finance – Valuation of Mortgage Backed Securities
  27. Mortgage Backed Securities (MBS) Glossary
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