- Hedge effectiveness of vanilla options, TARF & participating forwards
- Volatility surface, deep out of the money options and lottery tickets
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Option Greeks – Theta time premiums for call options
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Simulation tools. Variance reduction techniques for option pricing models
- Difference between N(d1) and N(d2)
- Interest Rate Options: Pricing Caps and Floors
- Forwards and Swaps: Interest Rates Models: Bootstrapping the Zero curve and Implied Forward curve
- Options, Forwards, Futures: Pricing Interest Rate Swaps
- Options Pricing Training: Binomial Trees
- Options and Futures Training: Basic Options Trading Strategies
- Derivatives Training: Options Pricing and Products reference
- Options and Derivatives Training: Introduction to Derivatives
- Options pricing using Binomial trees – Building an efficient option pricing spreadsheet in EXCEL
- Options pricing – Using binomial trees to price options in a spreadsheet
- Derivative Pricing using Binomial Trees
- Small Business Finance: Teaching small business the language of credit and finance
- Online Finance – Interest Rate Swaps – Terminology, concepts, glossary
- Credit Derivatives – core concepts and glossary
- Online Finance – Option Terminology Glossary – Greeks, exotics and volatility
- Derivative Pricing, Risk Management Pricing Equation Glossary
- Derivative Pricing – Interest Rate Swaps and Futures – Calculation reference
- Black’s Formula: Pricing Interest Rate Caps and Floors – Calculation reference
- Online Finance – Interest Rate Options – Caps & Floors – Advance topics
- Interest Rate Cap Pricing & Valuing Floors
- Online Finance – Pricing a Cross Currency Swap – Amortizing and Indexed Term sheets
- Online Finance – Pricing a Cross Currency Swap – Floating for Floating structure
- Pricing Cross Currency Swaps
- Pricing Interest Rate Swaps – Pricing Basis Swap
- Pricing an Interest Rate Swap – Calculating the MTM of the Swap
- Pricing Interest Rate Swaps – Calculating the forward curve
- Bootstrapping bonds to derive the zero curve
- Pricing Interest Rate Swaps – Fixing the term structure
- Pricing Interest Rate Swaps – Process
- Pricing Interest Rate Swaps – What is a Swap?
- Pricing Interest Rate Swaps – More terminology
- Pricing Interest Rate Swaps – Terminology and Notation
- Trading options and derivatives – Strategy review
- Credit Derivatives – Introduction to product families
- Structured Products: Basic Products, sample term sheet and pricing
- Master Class: Derivative Products: Swaps
- Master Class: Derivative Products: Futures
- Derivative Products: Forwards
- Derivative products – Exotic Options
- Master Class: Derivative products: Options on rates
- Master Class: Derivative Products: Options on shares, stocks, currencies and equities
- Master Class: Derivative Products: Greeks and Binomial Trees
- Master Class: Derivative Products: Pricing Basics
- Master Class: Derivative Products: Vanilla products
- Master Class: Derivative Products: Review
- Master Class: Derivatives and Options Crash Course: Course Guide
- Master Class: Options and Derivatives Crash Course: Session Five: Synthetics
- Payoff profile for Forwards
- Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options
- Master Class: Options and derivatives crash course: Session One: Terminology