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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:

  1. Black Scholes, Greeks & Option Pricing
  2. Risk & Treasury Management
  3. Liquidity & Stress Testing
  4. Forecasting Oil & Gold Prices

Black Scholes, Greeks & Option Pricing training courses

Everything you ever wanted to ask about option pricing but were afraid to ask. With a special appearance by the Black Scholes Model.

  1. Understanding N(d2) & Black Scholes – An intuitive approach
  2. The Option pricing 5 nights crash training course for dummies
  3. War on Greeks – Understanding Delta, Gamma, Theta & Rho
  4. Sale & Trading – Technical Interview Guide
  5. Monte Carlo – How to reference

Risk, Treasury & Investment management training course

Risk management & Treasury themes useful for interviews, model building and professional catch up.

5. Seven new risk & treasury case studies

6. Advance Risk Management Models Training Workshop – Resource page

7. Financial Risk Management Training Workshop – Resource page

8. Pricing Ladder Options using Monte Carlo Simulation

Liquidity & Stress Testing training courses

The reason why models broke down during the financial crisis.

9. Building Deposit Maturity & Liquidity profiles for ALM Analysis

10. Liquidity Stress Testing Fixed Income Portfolios and Banking Books

11. Understanding Bank Capital Stress Testing

Commodities Models

Would you like to forecast the price of Gold? How about oil?

12. Crude Oil mispricing trailing correlations

13. Relative Pricing Models – Forecasting the price of Gold

14. Understanding Gold and the relative pricing argument

15. Using Gold to price oil

Society of Actuaries – MFE Exam Guide

Take a look at the SOA exam curriculum and the free materials we have available on those topics.

16. Society of Actuaries MFE Exam resource guide

Risk, Treasury & Capital Training Bonus Materials

  1. The Portfolio Correlation course – Calculating, Dissecting and Understanding Correlations
  2. Black Scholes Models – Understanding the difference between N(d1) and N(d2)
  3. Basel III – Liquidity Risk Capital Adjustments
  4. ICAAP – Estimating Strategic and Liquidity Risk Capital for a Bank
  5. Solvency II – Capital Requirements Model for Insurance Companies
  6. Actuarial Mathematics – Commutation Functions
  7. Value at Risk – Methods & Metrics
  8. Why does bank regulation fail?
  9. Calculating Conditional Value at Risk
  10. Asset Liability Management  – Assumptions, Convention, Tweaks & Hacks
  11. Liquidity Stress Testing