Advanced Topics – Premium Courses

PDF & EXCEL

  1. Asset Liability Management (ALM) Crash Course – Package
  2. Basel & ICAAP – Package
  3. Derivatives Pricing – Package
  4. Exotic Option Pricing using Monte Carlo Simulation
  5. Interest Rate Simulation Crash Course – Package
  6. Monte Carlo Simulation – Package
  7. Monte Carlo Simulation with Option Pricing – Package
  8. Pricing Interest Rate Swaps and Interest Rate Options – Package
  9. Setting Counterparty Limits – Package
  10. Treasury Crash Course – Package
  11. Understanding Delta Hedging and Greeks
  12. VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – EXCEL Example/a>

Videos

  1. Cross Selling Treasury Products
  2. Setting & Linking VaR, Stop loss & PSR Limits
  3. ALM and Capital Adequacy
  4. Understanding Stress Testing
  5. Option Pricing using Binomial Trees

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