# Monthly Archives: November 2012

## 16 free Risk Treasury Option pricing lessons

Treasury Option pricing & Risk lessons directory Over the last few years we have posted some interesting training materials cutting across Risk, Treasury Option pricing education  themes. This post compiles our best free training lessons available  on FinanceTrainingCourse.com.  Course Topics include: Black Scholes, Greeks & Option Pricing

## Understanding Black Scholes Model – An intuitive derivation of N(d2)

Black Scholes Model – An intuitive derivation of N(d2) Of all the intimidating equations and formulas (PDE’s and otherwise) out there, the derivation of the Black Scholes formula for a European option easily takes first prize for the most un-approachable of topics for new arrivals

## Feed Garfield out on the iPhone tops China charts

Building engaging games on multiple smart phones platforms is difficult. I should know because despite trying for many years I still haven’t built one. Building great games is a painful iterative process that includes more hits than misses. For every thirty titles you publish, if

## War on Option Greeks – The weekend option pricing risk challenge

Option Greeks. Dissecting Delta, Gamma, Vega, Theta & Rho. It doesn’t matter if you took the FRM, CFA, PRMIA, CERA, SOA, CAS or the FIA investment / risk management exam this November/December. There was one section in the curriculum that gave you pause, occasionally a

## The Option Pricing models 5 nights crash course

Option pricing crash course for dummies I am often asked if there is a suggested sequence that I would recommend to finance newbie(s) when it comes to picking up risk, derivative pricing & valuation concepts in a rush. When I teach the Quant evening crash

## Value at Risk. VaR models methods & metrics using EXCEL

Calculating Value at Risk (VaR). Comparing VaR models, methods & metrics Have you ever wondered what Value at Risk (VaR) numbers would look like across the same data set but using the different calculation approaches? In today’s VaR Excel spreadsheet walk through session we will

## Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var

Value at Risk Models – Value at Risk, Marginal VaR, Incremental VaR & Conditional VaR Our latest addition to our Excel downloads library. A spreadsheet that shows how to calculate the different flavors of Value at Risk on the same data set (SMA, EWMA, VCV,

## We are hiring senior developers. Redefine challenge in your dictionary

Come work in hell with a team run by the devil himself. Its that time of the year again. We are hiring.  Answer the following questions before you apply.  If you answer no to more than two questions we are not the right place for

## Sri Lanka – Nuwara Eliya – Tea plantations meet cloud country meets gorgeous people

I have always dreamt of Sri Lanka. Partly because of the weakness I have for English Hill Stations. Partly because of judging the student category at the APICTA ICT Awards (I had always wondered what my Sri Lankan friends fed their children in order for

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