Excel Spreadsheet Templates. PDF Study Guides

We use a combination of PDF study guides and do it yourself excel templates to teach risk and investment management topics. PDF guides include background concepts on the related risk and treasury topic. They generally include a section that does a step by step walkthrough of the model building process that the reader can use to build his own excel template. Excel templates can be used as is or can be used to validate independent model construction and are primarily shared for illustrative and academic use.

EXCEL DownloadsPDF Downloads
Asset Liability Management
  1. ALM – Crash Course – EXCEL Examples
  2. Black Derman Toy Model Construction – EXCEL Example
  3. Calibration of CIR Model – EXCEL Example
  4. Cox-Ingersoll-Ross (CIR) Interest Rate model – EXCEL example
  5. Duration Convexity – EXCEL Example
  6. Fixed Income Bond Duration – Monthly Coupon Payment Frequency – EXCEL
  7. How to utilize results of a Black Derman Toy Model – EXCEL Example
Option Greeks
  1. Constructing Volatility Surfaces in EXCEL
  2. Delta Hedging and Greeks – EXCEL
Portfolio Management

Treasury Products
  1. Delta Hedging and Greeks – EXCEL
Asset Liability Management
  1. ALM – Crash Course – 3rd Edition
  2. Building Maturity & Liquidity Profiles for Deposits and Advances
  3. Calibration of Black Derman Toy (BDT) Interest Rate model to US Treasuries
  4. Duration and Convexity for US Treasury Bill, Note and Bond
  5. Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model
  6. How to construct a Black Derman Toy Model in EXCEL
  7. How to utilize results of a Black Derman Toy Model
  8. ILAAP, ALM, LCR, NSFR Report validator
  9. Interest Rate Simulation Crash Course
  10. Principal Component Analysis – PCA – US Treasury Yield Rates
  11. Value at Risk with Liquidity Premium
Start Ups
Treasury Products
  1. Constructing Volatility Surfaces in EXCEL
  2. Crude Oil Mispricing model
  3. Relative Gold Price model
  4. Treasury Crash Course