All Interest Rate Posts

  1. CIR Interest Rate Model – Appropriate Time Step
  2. BDT Interest Rate Model – Limitations and Solutions in EXCEL
  3. Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
  4. Practice Test Exam Solution – Bootstrapping Forward Curve Case Study
  5. Cox-Ingersoll-Ross. CIR model. Parameter calibration & simulation
  6. Addendum: How to conduct a Principal Component Analysis in EXCEL
  7. The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
  8. Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
  9. Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Bonds
  10. Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Derivation of Short Rates
  11. Building BDT model in EXCEL – Define & Set Solver Function & Results
  12. Building BDT model in EXCEL – Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
  13. Building BDT model in EXCEL – Define Calculation Cells: Calculate Prices from Lattice
  14. Building BDT model in EXCEL – Define Calculation Cells: Construct State Price Lattices
  15. Building BDT model in EXCEL – Define Calculation Cells: Construct short rate binomial tree
  16. Interest Rate Models – An introduction
  17. How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
  18. How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
  19. How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
  20. How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
  21. How to conduct a Principal Component Analysis in EXCEL – Data
  22. Principal Component Analysis – Overview
  23. Building an HJM Model in EXCEL – Determine Prices
  24. Corporate Finance Training Course Guide Road Map
  25. Interest Rate Simulations: Pricing securities, forecasting monetary policy
  26. Building an HJM Model in EXCEL – Define calculation cells
  27. Building an HJM Model in EXCEL – Define input cells
  28. CIR Model – Simulating the term structure of interest rates
  29. CIR Model – Parameter estimation & model calibration
  30. Interest Rate Forecasting using CIR Model – Introduction
  31. Building BDT model in EXCEL – Define Output Cells
  32. Building BDT model in EXCEL – Define Input Cells
  33. Black Derman Toy model Excel implementation