PDF & EXCEL:
- Interest Rate Simulation Crash Course
- Interest Rate Simulation Crash Course – Package
- Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model
- Principal Component Analysis – PCA – US Treasury Yield Rates
- Heath Jarrow Merton (HJM) Interest Rate Model – Package
- How to utilize results of a Black Derman Toy Model
- How to utilize results of a Black Derman Toy Model – EXCEL Example
- How to construct a Black Derman Toy Model in EXCEL
- Black Derman Toy Model Construction – EXCEL Example
- Black-Derman-Toy (BDT) Interest Rate Model – Package
- Calibration of CIR Model – EXCEL Example
- Pricing IRS – Module I – Term Structures
- Pricing IRS – Module II – IRS and CCS
- Pricing IRS – Module II – IRS and CCS EXCEL Example
- Pricing Interest Rate Options – Module III
- Pricing Interest Rate Options – Module III EXCEL Example
- Pricing Interest Rate Swaps and Interest Rate Options – Package
- Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – EXCEL Example
- Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates
- Forward Prices and Forward Rates – Calculation reference & detailed examples
- ALM – Crash Course
- ALM – Crash Course – EXCEL Examples
- Asset Liability Management (ALM) Crash Course – Package
- Credit Analysis – Financial Institution – EXCEL Example
- Treasury Crash Course – Package
- Setting Counterparty Limits
- Setting Counterparty Limits – Package
- Treasury Crash Course