# 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.

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
Corporate Finance
1. Credit Analysis – Financial Institution – EXCEL Example
Derivative Pricing
1. Delta Hedging and Greeks – EXCEL
2. Delta Hedging and Greeks – Study guide + Excel value pack
3. Derivative Pricing – Binomial Trees EXCEL Example
4. Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – EXCEL Example
5. Monte Carlo Simulation – Variance Reduction Procedures – EXCEL Examples
6. Monte Carlo Simulation – Equity – Example
7. Monte Carlo Simulation – Commodity – Example
8. Monte Carlo Simulation – Currency – Example
9. Pricing IRS – Module I – Term Structures EXCEL Example
10. Pricing IRS – Module II – IRS and CCS EXCEL Example
11. Pricing Interest Rate Options – Module III EXCEL Example
12. Understanding N(d1) & N(d2) – EXCEL Example
13. Valuing Options – Binomial Tree – Traditional Approach – EXCEL Example
14. Valuing Options – Black Scholes Example
15. VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – 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
Corporate Finance
1. Credit Analysis – First Course
2. Credit Analysis & Credit Process
3. Credit Analysis – Financial Institution
4. Corporate Finance – First Course – Includes case study
5. Credit Process
6. Introduction to Financial Modelling
7. Ratio Analysis
8. Better EXCEL Charts
Derivative Pricing
1. Derivative Pricing – Binomial Trees – Efficient Approach
2. Derivative Products
3. Derivatives Terminology Crash Course
4. Exotic Option Pricing using Monte Carlo Simulation
5. Forward Prices and Forward Rates – Calculation reference & detailed examples
6. Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates
7. Monte Carlo Simulation – Models and Applications
8. Monte Carlo Simulator with Historical Returns
9. Monte Carlo Simulation – Package
10. Pricing IRS – Module I – Term Structures
11. Pricing IRS – Module II – IRS and CCS
12. Pricing Interest Rate Options – Module III
13. Pricing Ladder Options using a Monte Carlo Simulator
14. Valuing Options – Black Scholes Example
Portfolio Management
Start Ups
Treasury Products
1. Constructing Volatility Surfaces in EXCEL
2. Crude Oil Mispricing model
3. Relative Gold Price model
4. Treasury Crash Course