All Interest Rate Posts

  1. FAS 157 Fair value liabilities disclosure
  2. FAS 157 Term B syndicated loans fair value disclosure
  3. Fair value disclosure FAS 157 Revolving credit facilities
  4. CIR Model – Appropriate Time Step
  5. BDT Interest Rate Model – Limitations and Solutions in EXCEL
  6. Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
  7. Bootstrap Forward Curve – Exam Solution
  8. CIR Interest Rate Model
  9. Addendum: How to conduct a Principal Component Analysis in EXCEL
  10. The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
  11. Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
  12. Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Bonds
  13. Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Derivation of Short Rates
  14. Building BDT model in EXCEL – Define & Set Solver Function & Results
  15. Building BDT model in EXCEL – Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
  16. Building BDT model in EXCEL – Define Calculation Cells: Calculate Prices from Lattice
  17. Building BDT model in EXCEL – Define Calculation Cells: Construct State Price Lattices
  18. Building BDT model in EXCEL – Define Calculation Cells: Construct short rate binomial tree
  19. Interest Rate Models – An introduction
  20. How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
  21. How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
  22. How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
  23. How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
  24. How to conduct a Principal Component Analysis in EXCEL – Data
  25. Principal Component Analysis – Overview
  26. Building an HJM Model in EXCEL – Determine Prices
  27. Corporate Finance Training Course Guide Road Map
  28. Building an HJM Model in EXCEL – Define calculation cells
  29. Building an HJM Model in EXCEL – Define input cells
  30. CIR Model – Simulating the term structure of interest rates
  31. CIR Model Parameter Estimation
  32. Interest Rate Forecasting using CIR Model – Introduction
  33. Building BDT model in EXCEL – Define Output Cells
  34. Building BDT model in EXCEL – Define Input Cells
  35. Black Derman Toy model EXCEL implementation