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All Courses

FREE COURSESPREMIUM COURSES
Asset Liability Management
  1. The ALM Crash course and survival guide
  2. ALM Banking Models – Assumptions, Conventions & Hacks
  3. Duration & Convexity Calculation Example
  4. Liquidity Risk Management Case Studies
  5. Duration, Convexity Calculator for US Treasuries
  6. Interest Rate Simulation Crash Course
Capital Adequacy
  1. Basel III – Liquidity Framework – Reforms to Global Liquidity Risk Regulations
  2. Basel III: Basel II Framework Revisions
  3. Internal Capital Adequacy Assessment Process (ICAAP) – Overview and Core concepts
  4. Middle Office review: Middle Office External Audit and review
  5. Liquidity Stress Testing
Corporate Finance
  1. Credit Analysis
  2. Credit Process
  3. Corporate Finance: First Course
  4. Ratio Analysis
  5. WACC (Weighted Average Cost of Capital) & Beta
Derivative Pricing
  1. Advanced Derivatives Crash Course – Structured products, credit derivatives, exotics
  2. Computational Finance: Building Monte Carlo (MC) Simulators in Excel
  3. Derivatives Crash Course for Dummies
  4. Derivative Pricing, Risk Management, Financial Engineering – Equation Reference
  5. Derivative Products
  6. Interest Rate Options – Pricing Caps and Floors
  7. Options pricing with Binomial trees in Excel spreadsheets
  8. Pricing Interest Rate Swaps – The valuation and MTM course
  9. Exotic Option Pricing using Monte Carlo Simulation
  10. Monte Carlo Simulation – How to reference
  11. War on Greeks. The weekend Option pricing challenge
  12. Hedge Effectiveness – Jet Fuel Hedging
Option Greeks
  1. Volatility Surfaces Modeling in EXCEL
Risk Management
  1. Advance Risk Management Workshop – Singapore
  2. Risk Models in EXCEL
  3. Stop Loss Limits – Review triggers
  4. Conditional Value at Risk Calculation in Excel
  5. What is Risk? What is Risk Management?
  6. Value at Risk models
  7. Collateral Valuation in Credit Risk Management Course
  8. Correlation
  9. Liquidity Risk Management Case Studies
  10. Market Risk Metrics
  11. Setting Counterparty Limits, Market Risk Limits & Liquidity and Interest Rate Risk Limits
Treasury Products
  1. Treasury Operations
Asset Liability Management
  1. ALM – Crash Course
  2. ALM – Crash Course – EXCEL Examples
  3. ALM Report Validator
  4. Asset Liability Management (ALM) Crash Course – Package
  5. Asset Liability Management – Video
  6. Black Derman Toy Model Construction – EXCEL Example
  7. Black-Derman-Toy (BDT) Interest Rate Model – Package
  8. Building Maturity & Liquidity Profiles for Deposits and Advances
  9. Calibration of Black Derman Toy (BDT) Interest Rate model to US Treasuries
  10. Calibration of CIR Model – EXCEL Example
  11. Cox-Ingersoll-Ross (CIR) Interest Rate model – EXCEL example
  12. Duration and Convexity for US Treasury Bill, Note and Bond
  13. Duration Convexity – EXCEL Example
  14. ILAAP, ALM, LCR, NSFR Report validator
  15. Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model
  16. Heath Jarrow Merton (HJM) Interest Rate Model – Package
  17. How to construct a Black Derman Toy Model in EXCEL
  18. How to utilize results of a Black Derman Toy Model
  19. How to utilize results of a Black Derman Toy Model – EXCEL Example
  20. Interest Rate Simulation Crash Course – Package
  21. Interest Rate Simulation Crash Course
  22. Principal Component Analysis – PCA – US Treasury Yield Rates
  23. Value at Risk with Liquidity Premium
Capital Adequacy
  1. Basel III – Liquidity Framework
  2. Basel & ICAAP – Package
  3. Economic Capital – A Practioner’ s Guide
  4. ICAAP Sample Report Template & Executive Summary
  5. ICAAP – Credit EXCEL Example
  6. ICAAP – Overview & Core Concepts
  7. Stress Testing – Video
Corporate Finance
  1. Credit Analysis – First Course
  2. Credit Analysis & Credit Process – Package
  3. Credit Analysis – Financial Institution
  4. Credit Analysis – Financial Institution – EXCEL Example
  5. Corporate Finance – First Course – Includes case study
  6. Credit Process
  7. Introduction to Financial Modelling
  8. Ratio Analysis
Derivative Pricing
  1. Delta Hedging and Greeks – EXCEL
  2. Derivative Pricing – Basic – Video
  3. Derivative Pricing – Advanced – Video
  4. Derivative Pricing – Binomial Trees – Efficient Approach
  5. Derivative Pricing – Binomial Trees EXCEL Example
  6. Derivative Products
  7. Derivative Products – Package
  8. Derivatives Terminology Crash Course
  9. Exotic Option Pricing using Monte Carlo Simulation
  10. Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – EXCEL Example
  11. Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates
  12. Forward Prices and Forward Rates – Calculation reference & detailed examples
  13. Monte Carlo Simulation – Variance Reduction Procedures – EXCEL Examples
  14. Monte Carlo Simulation – Models and Applications
  15. Monte Carlo Simulation – Video
  16. Monte Carlo Simulation – with Option Pricing – Package
  17. Monte Carlo Simulation – Equity – Example
  18. Monte Carlo Simulation – Commodity – Example
  19. Monte Carlo Simulation – Currency – Example
  20. Monte Carlo Simulator with Historical Returns
  21. Monte Carlo Simulation – Package
  22. Option Pricing using Binomial Trees
  23. Option Pricing using Monte Carlo Simulation
  24. Pricing IRS – Module I – Term Structures
  25. Pricing IRS – Module I – Term Structures EXCEL Example
  26. Pricing IRS – Module II – IRS and CCS
  27. Pricing IRS – Module II – IRS and CCS EXCEL Example
  28. Pricing Interest Rate Options – Module III
  29. Pricing Interest Rate Options – Module III EXCEL Example
  30. Pricing Interest Rate Swaps and Interest Rate Options – Package
  31. Pricing Ladder Options using a Monte Carlo Simulator
  32. Simulation, Pricing, Delta Hedging & Greeks Master Package
  33. Understanding Delta Hedging and Greeks
  34. Understanding N(d1) & N(d2) – EXCEL Example
  35. Understandi ng N(d1) & N(d2) – Video
  36. Valuing Options – Binomial Tree – Traditional Approach – EXCEL Example
  37. Valuing Options – Black Scholes Example
  38. VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – EXCEL Example
Option Greeks
  1. Constructing Volatility Surfaces in EXCEL
  2. Hedging Higher Order Greeks using EXCEL’s Solver – Package
  3. Option Greeks – Handy reference guide
Risk Management
  1. Calculating Value at Risk – Package
  2. Calculating Value at Risk – Video
  3. Calculating VaR – Includes case study
  4. Calculating VaR – EXCEL Example
  5. Calculating VaR for Futures and Options – EXCEL
  6. Collateral Valuation in Credit Risk Management
  7. Comparing Value at Risk – Model, Methods and Metrics – EXCEL
  8. Deriving IRS Actuarial Tables H, S and R(2)
  9. Portfolio Optimization Models in EXCEL – Revised Edition
  10. Portfolio Risk Metrics – EXCEL Example
  11. Portfolio VaR – EXCEL Example
  12. Quant Crash Course – Video
  13. Sample Counterparty Limit Proposal
  14. Setting Counterparty Limits – Package
  15. Setting Counterpart y Limits
  16. Setting Limits – EXCEL Example
  17. Value at Risk Example for Fixed For Floating Interest Rate Swaps – EXCEL
  18. Value at Risk using the Monte Carlo simulation with Historical Returns approach
  19. Value at Risk using VCV – EXCEL
  20. Value at Risk with Liquidity Premium
  21. VaR for FX Forwards and FX Swaps – EXCEL
Start Ups
  1. Reboot
Treasury Products
  1. Constructing Volatility Surfaces in EXCEL
  2. Crude Oil Mispricing model
  3. Delta Hedging and Greeks – EXCEL
  4. Relative Gold Price model
  5. Simulation,​ Pricing, Delta Hedging & Greeks Master Package
  6. Treasury Crash Course
  7. Treasury Crash Course – Package

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