- Goldman Interview Q. What is the Third Moment?
- TARF PSR PFE calculation model
- Excel convergence hacks for TARF pricing models
- TARF Pricing model guide now live
- EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
- Target Redemption Forward (TARF) Pricing Models in Excel
- The case for participating forwards
- FX Currency Options – The USD JPY FX options convention
- TARF hedge effectiveness model
- Hedge effectiveness of vanilla options, TARF & participating forwards
- Dual Currency Deposits (DCD)
- CMO CDO & CDS – Big Short Case Study
- Bootstrapping the Zero Curve and Forward Rates
- Understanding Option Greeks – Introducing Gamma
- Understanding Alpha or Gamma Rent
- Option Volatility Greeks-Vega,Volga & Vanna
- Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
- Shadow Gamma Calculation
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Hedging higher order Greeks – Hedging a book of short call options
- Hedging higher order Greeks – Solver Solution review
- Option Greeks – Building the Excel Solver model for hedging Greeks
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- A rose by any name…
- iPad iBook teaches how to build financial simulators in Excel
- Risk books. Help us find the right name for the new book on risk.
- The new textbook on risk
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation – How to reference
- Monte Carlo simulation methods – Tweaking the distribution
- 16 free Risk Treasury Option pricing lessons
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Option Greeks – Theta time premiums for call options
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
- Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
- Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
- Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- OIS swap pricing valuation – OIS vs LIBOR
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- Treasury Department.
- The LIBOR Crisis Barclays Bank.
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- Pricing Ladder Options using a Monte Carlo Simulator
- How to calculate the value of a forward contract in EXCEL
- How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates
- How to calculate the Forward Price of a Security in EXCEL
- Derivatives Crash Course for Dummies: What is wrong with the payoff profile of the synthetic forward?
- Treasury Training – E-learning course: Introduction to Treasury selling and the TMU function
- Monte Carlo Simulation – Simulating returns by replacing the normal distribution with historical returns
- Simulation tools. Variance reduction techniques for option pricing models
- Difference between N(d1) and N(d2)
- Interest Rate Options: Pricing Caps and Floors
- Forwards and Swaps: Interest Rates Models: Bootstrapping the Zero curve and Implied Forward curve
- Options, Forwards, Futures: Pricing Interest Rate Swaps
- Options Pricing Training: Binomial Trees
- Options and Futures Training: Basic Options Trading Strategies
- Derivatives Training: Options Pricing and Products reference
- Options and Derivatives Training: Introduction to Derivatives
- Options pricing using Binomial trees – Building an efficient option pricing spreadsheet in EXCEL
- Options Pricing – Binomial Trees – Pricing Sudden death Options – Down and in call options
- Options pricing – Pricing Knockout exotic options – Sudden Death Options – Down and out call options
- Options pricing–Exotics Options–Pricing a Capped Call–Excel implementation – Binomial trees
- Pricing Put Options using Binomial Trees Spreadsheet method
- Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
- Options Pricing – Pricing Call Options – Option pricing spreadsheet – Binomial trees
- Options pricing – Using binomial trees to price options in a spreadsheet
- Derivative Pricing using Binomial Trees
- The Derivative Middle Office: Middle Office Derivatives Business Regulations
- Monte Carlo Simulations EXCEL
- Online Finance – Interest Rate Swaps – Terminology, concepts, glossary
- Credit Derivatives – core concepts and glossary
- Online Finance – Option Terminology Glossary – Greeks, exotics and volatility
- Forward price formula calculation reference
- Derivative Pricing, Risk Management Pricing Equation Glossary
- Derivative Pricing – Interest Rate Swaps and Futures – Calculation reference
- Black’s Formula: Pricing Interest Rate Caps and Floors – Calculation reference
- Derivative Pricing, Black Scholes Equation, Binomial Trees – Calculation reference
- Financial Engineering and Risk Reference – Pricing and valuation formula
- Online Finance – Interest Rate Options – Caps & Floors – Advance topics
- Interest Rate Cap Pricing & Valuing Floors
- Online Finance – Pricing a Cross Currency Swap – Amortizing and Indexed Term sheets
- Online Finance – Pricing a Cross Currency Swap – Floating for Floating structure
- Pricing Cross Currency Swaps
- Pricing Interest Rate Swaps – Pricing Basis Swap
- Pricing an Interest Rate Swap – Calculating the MTM of the Swap
- Pricing Interest Rate Swaps – Calculating the forward curve
- Bootstrapping bonds to derive the zero curve
- Pricing Interest Rate Swaps – Fixing the term structure
- Pricing Interest Rate Swaps – Process
- Pricing Interest Rate Swaps – What is a Swap?
- Pricing Interest Rate Swaps – More terminology
- Pricing Interest Rate Swaps – Terminology and Notation
- Trading options and derivatives – Strategy review
- Credit Derivatives – Introduction to product families
- Structured Products: Basic Products, sample term sheet and pricing
- Master Class: Derivative Products: Swaps
- Master Class: Derivative Products: Futures
- Derivative Products: Forwards
- Derivative products – Exotic Options
- Master Class: Derivative products: Options on rates
- Master Class: Derivative Products: Options on shares, stocks, currencies and equities
- Master Class: Derivative Products: Greeks and Binomial Trees
- Master Class: Derivative Products: Pricing Basics
- Master Class: Derivative Products: Vanilla products
- Master Class: Derivative Products: Review
- Master Class: Derivatives and Options Crash Course: Course Guide
- Master Class: Options and Derivatives Crash Course: Session Five: Synthetics
- Payoff profiles for options – Calls and Puts
- Payoff profile for Forwards
- Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options
- Master Class: Options and derivatives crash course: Session One: Terminology