Interest Rate Modelling Archives | FinanceTrainingCourse.com

<img width="480" height="275" src="https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-480x275.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="CIR - Projected rates" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2012/06/xCIR-Projected-rates-480x275.png.pagespeed.ic.p8imk4eKpK.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/xCIR-Projected-rates-240x138.png.pagespeed.ic.jWeY1E1Aqg.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-768x440.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/xCIR-Projected-rates-250x143.png.pagespeed.ic.FQ6GJ1eKE_.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-300x172.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-600x344.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates.png 773w" sizes="(max-width: 480px) 100vw, 480px" title="CIR Interest Rate Model"/>

CIR - Projected rates

Asset Liability Management Bank Regulation Interest Rate Modelling

CIR Model – Appropriate Time Step

May 23, 2016November 19, 2019

2 mins read time What is the appropriate time step to use in estimating […]

Asset Liability Management Editors Choice Interest Rate Modelling

BDT Interest Rate Model – Limitations and Solutions in EXCEL

May 17, 2013April 24, 2019

3 mins read time Solver Functionality and Workaround A key element in the construction […]

Asset Liability Management Bank Regulation Editors Choice Interest Rate Modelling

Using US Treasuries to calibrate the Black Derman Toy (BDT) Model

May 16, 2013March 24, 2020

5 mins read time The Black Derman Toy (BDT) model is a one-factor, no-arbitrage […]

<img width="480" height="159" src="https://financetrainingcourse.com/education/wp-content/uploads/2012/09/Bootstrap-Forward-Curve-featured-480x159.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Bootstrap Forward Curve - Exam Solution" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2012/09/xBootstrap-Forward-Curve-featured-480x159.png.pagespeed.ic.gt6KQcvaXd.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2012/09/xBootstrap-Forward-Curve-featured-1024x339.png.pagespeed.ic.79SiL3rr4b.png 1024w, https://financetrainingcourse.com/education/wp-content/uploads/2012/09/xBootstrap-Forward-Curve-featured-240x79.png.pagespeed.ic.dJcOCJHXKS.jpg 240w, https://financetrainingcourse.com/education/wp-content/uploads/2012/09/xBootstrap-Forward-Curve-featured-768x254.png.pagespeed.ic.pTm7cJiqlr.jpg 768w, https://financetrainingcourse.com/education/wp-content/uploads/2012/09/Bootstrap-Forward-Curve-featured.png 1200w" sizes="(max-width: 480px) 100vw, 480px" title="Bootstrap Forward Curve - Exam Solution"/>

Bootstrap Forward Curve - Exam Solution

Business School Computational Finance Editors Choice EXCEL Examples Fixed Income Portfolio Interest Rate Modelling Interest Rate Swaps Middle Office and VaR

Bootstrap Forward Curve – Exam Solution

September 23, 2012November 19, 20192 Comments

4 mins read time Here is an abbreviated partial solved solution to the practice […]

<img width="480" height="347" src="https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Interest-Rate-Model-featured-480x347.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="CIR Interest Rate Model" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Interest-Rate-Model-featured-480x347.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Interest-Rate-Model-featured-1024x740.png 1024w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Interest-Rate-Model-featured-240x173.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Interest-Rate-Model-featured-768x555.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/xCIR-Interest-Rate-Model-featured.png.pagespeed.ic.nN9U6sxKno.jpg 1200w" sizes="(max-width: 480px) 100vw, 480px" title="CIR Interest Rate Model"/>

CIR Interest Rate Model

Asset Liability Management Bank Regulation Editors Choice Interest Rate Modelling

CIR Interest Rate Model

June 26, 2012March 20, 20201 Comment

5 mins read time The Cox-Ingersoll-Ross, CIR, interest rate model is a one-factor, equilibrium […]

Interest Rate Modelling

Addendum: How to conduct a Principal Component Analysis in EXCEL

June 12, 2012June 16, 2012

2 mins read time Addendum: How to conduct a Principal Component Analysis in EXCEL […]