FREE COURSESPREMIUM COURSES
Asset Liability Management
Capital Adequacy
Corporate Finance
- Credit Analysis
- Credit Process
- Corporate Finance: First Course
- Ratio Analysis
- WACC (Weighted Average Cost of Capital) & Beta
Derivative Pricing
- Computational Finance: Building Monte Carlo (MC) Simulators in Excel
- Derivatives Crash Course for Dummies
- Derivative Pricing, Risk Management, Financial Engineering – Equation Reference
- Derivative Products
- Interest Rate Options – Pricing Caps and Floors
- Options pricing with Binomial trees in Excel spreadsheets
- Pricing Interest Rate Swaps – The valuation and MTM course
- Exotic Option Pricing using Monte Carlo Simulation
- Monte Carlo Simulation – How to reference
- War on Greeks. The weekend Option pricing challenge
- Hedge Effectiveness – Jet Fuel Hedging
- How to Build a Fuel Hedging Simulation Model
Option Greeks
Portfolio Optimization
Risk Management
- Advance Risk Management Workshop – Singapore
- Risk Models in EXCEL
- Stop Loss Limits – Review triggers
- Conditional Value at Risk Calculation in Excel
- What is Risk? What is Risk Management?
- Value at Risk models
- Collateral Valuation in Credit Risk Management Course
- Correlation
- Liquidity Risk Management Case Studies
- Market Risk Metrics
- Setting Counterparty Limits, Market Risk Limits & Liquidity and Interest Rate Risk Limits
Treasury Products
Asset Liability Management
- ALM – Crash Course – 3rd Edition
- ALM – Crash Course – EXCEL Examples
- Asset Liability Management (ALM) Crash Course – Package
- Asset Liability Management – Online Course
- Asset Liability Management, Value at Risk and Capital Adequacy – EXCEL & PDF Library
- Black-Derman-Toy (BDT) Interest Rate Model – Package
- Black Derman Toy Model Construction – EXCEL Example
- Building Maturity & Liquidity Profiles for Deposits and Advances
- Calibration of Black Derman Toy (BDT) Interest Rate model to US Treasuries
- Calibration of CIR Model – EXCEL Example
- Cox-Ingersoll-Ross (CIR) Interest Rate model – EXCEL example
- Duration and Convexity for US Treasury Bill, Note and Bond
- Duration Convexity – EXCEL Example
- Fixed Income Bond Duration – Monthly Coupon Payment Frequency – EXCEL
- FTC EXCEL & PDF Library
- Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model
- Heath Jarrow Merton (HJM) Interest Rate Model – Package
- How to construct a Black Derman Toy Model in EXCEL
- How to utilize results of a Black Derman Toy Model
- How to utilize results of a Black Derman Toy Model – EXCEL Example
- ILAAP, ALM, LCR, NSFR Report validator
- Interest Rate Simulation Crash Course
- Interest Rate Simulation Crash Course – Package
- Principal Component Analysis – PCA – US Treasury Yield Rates
- Value at Risk with Liquidity Premium
Capital Adequacy
- Basel III – Liquidity Framework
- Basel III Liquidity Framework ICAAP Training Value Pack
- Economic Capital – A Practioner’ s Guide
- ICAAP Sample Report Template & Executive Summary
- ICAAP – Credit EXCEL Example
- ICAAP – Overview & Core Concepts
- Stress Testing – Online Course
- Asset Liability Management, Value at Risk and Capital Adequacy – EXCEL & PDF Library
- FTC EXCEL & PDF Library
Corporate Finance
- Credit Analysis – First Course
- Credit Analysis & Credit Process
- Credit Analysis – Financial Institution
- Credit Analysis – Financial Institution – EXCEL Example
- Corporate Finance – First Course – Includes case study
- Credit Process
- Introduction to Financial Modelling
- Ratio Analysis
- Better EXCEL Charts
- FTC EXCEL & PDF Library
Derivative Pricing
- Delta Hedging and Greeks – EXCEL
- Delta Hedging and Greeks – Study guide + Excel value pack
- Derivative Pricing – Basic – Online Course
- Derivative Pricing – Advanced – Online Course
- Derivative Pricing – Binomial Trees – Efficient Approach
- Derivative Pricing – Binomial Trees EXCEL Example
- Derivative Products
- Derivative Products – Package
- Derivatives Terminology Crash Course
- Exotic Option Pricing using Monte Carlo Simulation
- Forward Prices and Forward Rates – Calculation reference & detailed examples
- Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – EXCEL Example
- Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates
- Monte Carlo Simulation – Variance Reduction Procedures – EXCEL Examples
- Monte Carlo Simulation – Models and Applications
- Monte Carlo Simulation – Online Course
- Monte Carlo Simulation – with Option Pricing – Package
- Monte Carlo Simulation – Equity – Example
- Monte Carlo Simulation – Commodity – Example
- Monte Carlo Simulation – Currency – Example
- Monte Carlo Simulator with Historical Returns
- Monte Carlo Simulation – Package
- Pricing IRS – Module I – Term Structures
- Pricing IRS – Module I – Term Structures EXCEL Example
- Pricing IRS – Module II – IRS and CCS
- Pricing IRS – Module II – IRS and CCS EXCEL Example
- Pricing Interest Rate Options – Module III
- Pricing Interest Rate Options – Module III EXCEL Example
- Pricing Interest Rate Swaps and Interest Rate Options – Package
- Pricing Ladder Options using a Monte Carlo Simulator
- Simulation, Pricing, Delta Hedging & Greeks Master Package
- Understanding N(d1) & N(d2) – EXCEL Example
- Understanding N(d1) & N(d2) – Video
- Valuing Options – Binomial Tree – Traditional Approach – EXCEL Example
- Valuing Options – Black Scholes Example
- VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – EXCEL Example
- FTC EXCEL & PDF Library
Option Greeks
Portfolio Management
Risk Management
- Calculating Value at Risk – Package
- Calculating Value at Risk – Online Course
- Calculating VaR – Includes case study
- Calculating VaR – EXCEL
- Calculating VaR for Futures and Options – EXCEL
- Collateral Valuation in Credit Risk Management
- Comparing Value at Risk – Model, Methods and Metrics – EXCEL
- Deriving IRS Actuarial Tables H, S and R(2)
- Portfolio Optimization Models in EXCEL
- Portfolio Risk Metrics – EXCEL
- Portfolio VaR – EXCEL Example
- Quant Crash Course – Online Course
- Sample Counterparty Limit Proposal
- Setting Counterparty Limits – Package
- Setting Counterpart Limits
- Setting Limits – EXCEL Example
- Value at Risk Example for Fixed For Floating Interest Rate Swaps – EXCEL
- Value at Risk using the Monte Carlo simulation with Historical Returns approach
- Value at Risk using VCV – EXCEL
- Value at Risk with Liquidity Premium
- VaR for FX Forwards and FX Swaps – EXCEL
- VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – EXCEL Example
- Asset Liability Management, Value at Risk and Capital Adequacy – EXCEL & PDF Library
- FTC EXCEL & PDF Library
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