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- Setting limits. Stoploss limits.
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- Setting Value at Risk (VaR), Stop Loss, Pre Settlement (PSR) and Counterparty Limits – Finance Training Videos – Free Training Course Samplers
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- WACC (Weighted Average Cost of Capital) & Beta
- What is risk? What is risk management?
- Course Guides for Dummies
- Black Derman Toy Model -Build in EXCEL
- Convergence Hacks. Variance Reduction tools
- HJM Model – Multi-factor interest rate model
- How to build a fuel hedging simulation model
- How to simulate prices using historical returns rather than the normal distribution
- How to utilize the results of a BDT interest rate model
- Interest Rate Simulation Crash Course
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Practice Test Exam Question Solution for Pricing Interest Rate Swaps
- Selling derivative products to treasury customers: The Treasury Marketing Unit Training series
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- Category: Actuarial Concepts
- Category: Asset Liability Management
- EXCEL Duration Calculation between Coupon Payments
- FAS 157 Fair value liabilities disclosure
- FAS 157 Term B syndicated loan fair value disclosure
- Fair value disclosure FAS 157 Revolving credit facilities
- CIR Model – Appropriate Time Step
- ILAAP ALM LCR Reports Template Validator
- Liquidity Gap Implementation Challenges
- ALM Training for Board & ALCO Members
- Asset Liability Mismatch
- NII in banking vs Economic Value
- Asset Liability Management Training Guide. 3rd Edition.
- ALM’s Purpose and Uses
- ALM Strategies – Scenarios & Responses
- Yield Curve History – US Treasuries
- Calculate value at risk for Bonds
- BDT Interest Rate Model – Limitations and Solutions in EXCEL
- Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
- Chicago – Society of Actuaries, CAS, PRMIA Enterprise Risk Symposium
- Duration and Convexity for US Treasuries
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- ALM Modeling – Assumptions, Conventions & Hacks
- 16 free Risk Treasury Option pricing lessons
- Bootstrap Forward Curve – Exam Solution
- Model Fixed Income Portfolio – Case Study
- Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
- Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- FourQuants does iPad Risk books on ALM, Risk, VaR and Treasury Management
- Asset Liability Management Case Study
- CIR Interest Rate Model
- Addendum: How to conduct a Principal Component Analysis in EXCEL
- BASEL III Updates – November 2014
- ALM Glossary of Terms
- Building Maturity Liquidity profiles for Deposits and Advances book for ALCO (ALM), ICAAP IAS 30 reporting
- Earnings at Risk – Asset Liability Management reporting
- How to calculate Economic value of Equity or market value of Equity at risk
- Liquidity Risk Management Case Study: American International Group (AIG): Timeline
- Liquidity Risk Management Case Study: American International Group (AIG)
- Lehman Brothers Liquidity Run
- Liquidity Risk Management Case Study: Lehman Brothers
- Liquidity Risk Training online video course – Episode one
- Liquidity Risk Management – Framework for Capital estimation
- Bear Stearns Liquidity Run
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- Cost to Close Report – Liquidity Risk
- Liquidity Risk – Cost to Close Liquidity Gap
- The ICAAP (Internal Capital Adequacy), Stress Testing and Credit Risk Road Map
- Bond Convexity and Sensitivity for Fixed Income securities
- Duration Convexity Calculation Example: Working with Effective Duration
- Macaulay Duration – EXCEL Calculation
- Interest Rate Risk: Convexity
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Bonds
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Derivation of Short Rates
- Building BDT model in EXCEL – Define & Set Solver Function & Results
- Building BDT model in EXCEL – Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
- Building BDT model in EXCEL – Define Calculation Cells: Calculate Prices from Lattice
- Building BDT model in EXCEL – Define Calculation Cells: Construct State Price Lattices
- Building BDT model in EXCEL – Define Calculation Cells: Construct short rate binomial tree
- Interest Rate Models – An introduction
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model – Simulating the term structure of interest rates
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Building BDT model in EXCEL – Define Output Cells
- Building BDT model in EXCEL – Define Input Cells
- Black Derman Toy model EXCEL implementation
- Interest Rate Risk: Duration, Macaulay Duration and Modified Duration
- Asset Liability Management Tools
- Introduction to Asset Liability Management
- ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Duration Convexity Asset Liability Management
- Convexity approximation – Interest Rate Risk
- Category: Interest Rate Modelling
- Category: Athletics and Track
- Category: AWS
- Category: Business School
- Remembering John Whitney
- Experiential learning and Finance
- Thirteen takeaways for graduation – Faisal Khan.
- Console Wars by Black J Harris. A book review
- The Sentient Machine – A treatise on the debate around AI.
- Non traditional actuarial careers
- Better Excel Charts. Add clarity and impact to your presentation
- Credit Memo. Tips for credit committee presentations
- Maths or Computer Science? Running into the Wall
- Actuaries are boring – My life as an actuary
- Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
- KSBL – The brilliant business school campus in Karachi
- How to download Reboot for iPad without an iBook store in your country?
- Google for Entrepreneurs Week – Slidedeck
- Risk books. Help us find the right name for the new book on risk.
- The new textbook on risk
- Yahoo-Tumblr Math?
- Nate Silver on Forecasting, Simulations, Probabilities & Improbable.
- Everything you wanted to ask about startup failure but were afraid to ask.
- From startup failure to pitching like a pro. Reboot for iPad, ibook edition is live.
- Pitching for your startup? Reboot for iPad is here
- Shot by Zaka Shafiq at Columbia Business School
- Columbia Business School & OPEN DC – Heart to heart on Startup Failure
- Data Analysis Excel. Five tools in 20 minutes
- Risk training’s new interface for 2013
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Monte Carlo Simulation Model – How To – Initial Ground Work
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Sales & Trading interview guide – quantitative topics
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Model Fixed Income Portfolio – Case Study
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- Ralph E. Biggadike, We miss you.
- Treasury Department.
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Finance Funnies – Welcome to August 2012
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Asset Liability Management Case Study
- Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
- Calculating Value at Risk – Now available on the iPad
- The LIBOR Crisis Barclays Bank.
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- Finance Training Courses over the ages – The evolution of a financial e-learning solution
- Hosting Lessons for Startups – Five things that you shouldn’t do
- Setting Limits for Treasury Risk : Available online risk limits training courses
- The lighter side of Finance – Beware of the June selection
- Finance Funnies – May and Finance
- Startup Launch Check List – Eleven steps to get started with your startup
- What do you do when you startup – 3 case studies – one milestone at a time
- Crude Oil Price outlook – Media review
- Finance Funnies: The best of the lighter side in Finance
- What is risk: A review of basic concepts for beginners
- Customer Persona of a MBA Student: What does a typical business school student looks like?
- The search for sticky content – Our audience votes up the content at FourQuants.com.
- Treasury Training Cheat Sheet – Ten lessons
- Treasury Products and Operations – 2nd edition – The new and revised study guide for treasury and non-treasury professionals
- Finance Training Courses: Where do our customers come from and what do they look like?
- Finance Training Courses and FourQuants get covered by CIO, Frequency, IDG and Tribune.
- The iPad application that is trying to teach computational finance to the world.
- ALM Glossary of Terms
- The Death of Yahoo
- Startup School: It's that time of the year again. Lets launch a business in January
- Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
- Startup Guide: I hate product launches or the 40 days that led to last night
- Startup Guide: Code Launch: The 10 step guide to bombing your product launch
- Introducing FourQuants.com – The soft launch
- Building Financial Models – Introduction
- Top Ten Finance Concepts
- Treasury Training – E-learning course: Introduction to Treasury selling and the TMU function
- Asia Pacific ICT Awards – Meet the candidates that rocked Pattaya.
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- [email protected] Social Innovation Fund: Can you change the world with US$10,000
- Winning Business Plan competitions. The reasons why you didn’t win
- More sample pitches: Toffeetv.com makes it case
- The Pitching for Startup Course – A guide to presenting winning pitches for your business plans
- Forecasting Oil prices. Commodity Prices and Trailing Correlations
- Gold price forecast. Using relative value as a trading signal.
- Business Plan Pitches: SP Jain EMBA Students take a shot at pitching their dreams
- US Credit Rating Downgrade: Commodities price impact: Using gold to price oil
- US Credit Rating Downgrade: Impact on financial and commodities markets
- US Credit Rating downgraded: Impact on commodities trading – outlook for the next week
- Start up School: Customers personas and profiles or building the foundation for your pitch
- Startup School: Building your roadmap to credibility and business model
- Startup School: Understanding Customers, Painting your Mona Lisa or who is the hero in your movie?
- Startup School: My EMBA Entrepreneurship students take a shot at pitching their dreams
- Startup School: Starting up Crash Course: The PASHA Social Innovation Fund Interviews Video Series
- Education Technology: Graphic Tablet and Interactive Whiteboards – a non-iPad, non-iMac, non-tablet PC based quest inspired by the Khan Academy.
- Startup School – Core Milestones
- Startup School – Balance Faith
- Startup School – Balancing Faith
- Startup School – The blue screen of death
- Startup School – Startup roulette: A framework for failure
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies: Lessons learned
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies
- Startup School – The paradox of large customers
- Startup School – Why diversification is a four-letter word: Lessons learned
- Startup School – Why diversification is a four-letter word
- Startup School – Opportunity cost of perfection
- Startup School – Evolutionary product development and “solving the wrong problem”, problem: Lessons learned
- Startup School – Evolutionary product development and “solving the wrong problem”, problem
- Startup School – Technology as a competitive advantage: Lessons learned
- Startup School – Technology as a competitive advantage
- Startup School – Business development: Lessons learned
- Startup School – Business development
- Startup School – The funding mindset – capital and partners: Lessons learned
- Startup School – The funding mindset – capital and partners
- Teaching Entrepreneurship online
- The PASHA – CIPE – Entrepreneurial Younglings Round Table
- Entrepreneurial business plan competitions – Be Boring.
- Microsoft Catalyst Program: Entrepreneurial training for students and graduates
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Book Review: The End of Wall Street – Roger Lowenstein
- Finance Careers: A quick look at Insurance career roles
- Finance Careers: A quick look at Investment banking career roles.
- Case studies resources & guides
- Career choices that I made – early professional consulting career – lessons learnt
- B School recruitment: Cover letters for cold calls, interviews and resumes
- Business School Applications: The Four core components of your b school application
- B School recruitment: Writing cover letters that work – a cold call
- Online education: The Learning Corporate Finance online course advantage
- B School recruitment: Writing cover letters that work for your resume– part ii
- B School Recruitment: Writing cover letters for resumes that work
- B School Application- Cracking the GMAT 700 score
- B School Applications-Who should write your B School recommendations?
- B School – B School Application Essays – Tips for a great B School application essay
- B-school: Applying to B-schools – timelines for a B-school application
- Building a valuation model for an online education business
- Online Education – The battle for online MBA – Strategy and Tactics
- Business School Admissions: Answers for the road to your top ten MBA application
- Columbia MBA. 15 months at Columbia Business School
- MBA Guides: Corporate Finance Training – Advertising strategy for an e-education portal
- Finance Online: Financial services integration – banking and insurance – Fortune or Fiasco?
- MBA Guides: My MBA Finance course work at Columbia Business School
- MBA Guides: Business School first year: Professor David Biem on investment banking, business school, ethics and academia
- Online Corporate Finance: The story behind the resource, the free finance courses and solved cases.
- MBA Guides: Business school first year, first term: Drama in Real Life
- MBA Guides: Business School first year, first term: Case Hell
- MBA Guides: Business school first year, first term: Dear Mom and Dad or the MBA contract market
- MBA Guides: Business school first year, first term: The fine art of case analysis
- MBA Guides: Business school first year, first term: The mid life crisis at 28
- Light reading for a break from Finance: Cryptonomicon and Prayers for an Assassin: Neal Stephenson and Robert Ferrigno
- Online Finance – Finance textbooks – Corporate Finance and Investment banking reading list
- Finance, Computational Finance, Bed side reading: Bruce Tuckman and Fixed Income Securities
- Finance – I-Banking Summer Internships – Prep Reading Guide
- Teaching Ethics to business school students
- Ratio Analysis Example – Office Depot: Financial Condition Review
- Case Study – Electronic Arts
- Category: Interview Guides & Jobs
- Category: Recommended Reading
- Category: Capital Adequacy
- Category: Case Studies
- Category: Commodities
- Category: Computational Finance
- Calculating Real Effective Exchange Rates (REER). A case study.
- Bootstrapping the Zero Curve and Forward Rates
- Using Copulas to model spread between WTI and Brent.
- Zen of building risk models. Balls or barrels?
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- Calculating economic capital – Using volatility
- Calculating Economic Capital – A Case Study
- NII in banking vs Economic Value
- Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
- Shadow Gamma Calculation
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Hedging higher order Greeks – Hedging a book of short call options
- Hedging higher order Greeks – Solver Solution review
- Option Greeks – Building the Excel Solver model for hedging Greeks
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- Data Tables, Data Analysis & Excel
- Data Analysis. Data Tables for sensitivity testing
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation how to – Linking financial model to the simulation
- Monte Carlo Simulation – How to reference
- Monte Carlo Simulation Model – How To – Initial Ground Work
- 16 free Risk Treasury Option pricing lessons
- Black Scholes Model – Derivation of N(d2)
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Value at Risk for Swaps
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- Credit Risk Models -Probability of Default
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Model Fixed Income Portfolio – Case Study
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- Value at Risk EXCEL Example
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- How to calculate the value of a forward contract in EXCEL
- How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates
- How to calculate Spot Rates, Forward Rates & YTM in EXCEL
- How to calculate the Forward Price of a Security in EXCEL
- Forecasting Oil prices. Commodity Prices and Trailing Correlations
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- Correlation – Relative Price Graphs
- Correlation – Trailing Correlations
- Correlation – Correlation coefficient, r
- Correlation – Scatter Plots
- Correlation Analysis – plotting data in EXCEL
- Correlation – Introduction
- Simulation tools. Variance reduction techniques for option pricing models
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Bonds
- Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Derivation of Short Rates
- Building BDT model in EXCEL – Define & Set Solver Function & Results
- Building BDT model in EXCEL – Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
- Building BDT model in EXCEL – Define Calculation Cells: Calculate Prices from Lattice
- Building BDT model in EXCEL – Define Calculation Cells: Construct State Price Lattices
- Building BDT model in EXCEL – Define Calculation Cells: Construct short rate binomial tree
- Interest Rate Models – An introduction
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model – Simulating the term structure of interest rates
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Setting Risk Limits-Counterparty, Pre-settlement Risk (PSR) and Trading Limits.
- Building BDT model in EXCEL – Define Output Cells
- Interest Rate Models: Calibrating CIR and HJM Interest Rate Models
- Mathematical Finance: Option Pricing using Monte Carlo Simulators in Excel
- Online Finance – FAS 157 – FSP FAS 157-4 – The FASB Position paper – Orderly vs. non-orderly transactions
- Online Finance: FAS 157 – The illiquid security valuation debate – the impact of distressed sales
- Online Finance: FAS 157 – A framework to measure fair value – Level One, Level Two and Level Three assets
- Online Finance: Fair Value – FAS 157 – valuation of illiquid securities
- Financial Reporting: FAS 157 Fair Value of financial securities and illiquid instruments
- Valuation Methods for Islamic Debt Instruments
- Computational Finance: Simulating Interest Rates using trees and Monte Carlo Simulation
- Computational Finance: Linking Monte Carlo Simulation, Binomial Trees and Black Scholes Equation
- Monte Carlo Simulations EXCEL
- Computational Finance: Monte Carlo (MC) Simulation method: Understanding drift, diffusion and volatility drag
- Extending MC simulation for currencies and commodities.
- Computational Finance: Building your first Monte Carlo (MC) simulator model for simulated equity prices in Excel
- Computational Finance: Monte-Carlo (MC) Simulation method– Building Equities, Commodities, Currencies and Interest Rate MC Simulators in Excel
- Computational Finance – US Treasury Curve Data – Principal Component Analysis (PCA) process, data and volatility function
- Option Adjusted Spread Calculation
- CIR Model Calibration
- Valuation of Mortgage Backed Securities-Modeling Prepayments-Defaults, Curtailments and Payoffs
- Valuation of Mortgage Backed Securities-Modeling prepayments-Refinancing
- Valuation of Mortgage Backed Securities–Modeling Prepayments-Housing Turnover
- Online Finance – Mortgage Backed Securities (MBS) – Valuation of Mortgage Backed Securities (MBS)
- Online Finance – Computational Finance Glossary – Tongue twisters from the financial modeling world
- Mortgage Backed Securities Valuation Model
- Mortgage Backed Securities (MBS) Glossary
- Category: Data Analysis
- Category: Derivatives
- Goldman Interview Q. What is the Third Moment?
- TARF PSR PFE calculation model
- Excel convergence hacks for TARF pricing models
- TARF Pricing model guide now live
- EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
- Target Redemption Forward (TARF) Pricing Models in Excel
- The case for participating forwards
- FX Currency Options – The USD JPY FX options convention
- TARF hedge effectiveness model
- Hedge effectiveness of vanilla options, TARF & participating forwards
- Dual Currency Deposits (DCD)
- CMO CDO & CDS – Big Short Case Study
- Bootstrapping the Zero Curve and Forward Rates
- Understanding Option Greeks – Introducing Gamma
- Understanding Alpha or Gamma Rent
- Option Volatility Greeks-Vega,Volga & Vanna
- Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
- Shadow Gamma Calculation
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Hedging higher order Greeks – Hedging a book of short call options
- Hedging higher order Greeks – Solver Solution review
- Option Greeks – Building the Excel Solver model for hedging Greeks
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- A rose by any name…
- iPad iBook teaches how to build financial simulators in Excel
- Risk books. Help us find the right name for the new book on risk.
- The new textbook on risk
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation – How to reference
- Monte Carlo simulation methods – Tweaking the distribution
- 16 free Risk Treasury Option pricing lessons
- 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
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
- Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
- Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
- Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- OIS swap pricing valuation – OIS vs LIBOR
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- Treasury Department.
- The LIBOR Crisis Barclays Bank.
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- Pricing Ladder Options using a Monte Carlo Simulator
- How to calculate the value of a forward contract in EXCEL
- How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates
- How to calculate the Forward Price of a Security in EXCEL
- Derivatives Crash Course for Dummies: What is wrong with the payoff profile of the synthetic forward?
- Treasury Training – E-learning course: Introduction to Treasury selling and the TMU function
- Monte Carlo Simulation – Simulating returns by replacing the normal distribution with historical returns
- 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 – Binomial Trees – Pricing Sudden death Options – Down and in call options
- Options pricing – Pricing Knockout exotic options – Sudden Death Options – Down and out call options
- Options pricing–Exotics Options–Pricing a Capped Call–Excel implementation – Binomial trees
- Pricing Put Options using Binomial Trees Spreadsheet method
- Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
- Options Pricing – Pricing Call Options – Option pricing spreadsheet – Binomial trees
- Options pricing – Using binomial trees to price options in a spreadsheet
- Derivative Pricing using Binomial Trees
- The Derivative Middle Office: Middle Office Derivatives Business Regulations
- Monte Carlo Simulations EXCEL
- Online Finance – Interest Rate Swaps – Terminology, concepts, glossary
- Credit Derivatives – core concepts and glossary
- Online Finance – Option Terminology Glossary – Greeks, exotics and volatility
- Forward price formula calculation reference
- 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
- Derivative Pricing, Black Scholes Equation, Binomial Trees – Calculation reference
- Financial Engineering and Risk Reference – Pricing and valuation formula
- 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 profiles for options – Calls and Puts
- 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
- Category: Greeks
- Category: Interest Rate Swaps
- Category: Monte Carlo Simulation
- Category: Options Pricing
- Goldman Interview Q. What is the Third Moment?
- TARF PSR PFE calculation model
- Hedging Vega and Gamma exposure. Lesson Five
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- 16 free Risk Treasury Option pricing lessons
- 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
- Price & MTM IRS – Exam Solution
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Treasury Department.
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- Pricing Ladder Options using a Monte Carlo Simulator
- How to calculate the value of a forward contract in EXCEL
- How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates
- How to calculate the Forward Price of a Security in EXCEL
- Difference between N(d1) and N(d2)
- Interest Rate Options: Pricing Caps and Floors
- Options Pricing Training: Binomial Trees
- Options pricing using Binomial trees – Building an efficient option pricing spreadsheet in EXCEL
- Options Pricing – Binomial Trees – Pricing Sudden death Options – Down and in call options
- Options pricing – Pricing Knockout exotic options – Sudden Death Options – Down and out call options
- Options pricing–Exotics Options–Pricing a Capped Call–Excel implementation – Binomial trees
- Pricing Put Options using Binomial Trees Spreadsheet method
- Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
- Options Pricing – Pricing Call Options – Option pricing spreadsheet – Binomial trees
- Options pricing – Using binomial trees to price options in a spreadsheet
- Monte Carlo Simulations EXCEL
- Forward price formula calculation reference
- Category: Economic Capital
- Setting risk limits that work
- Bank consolidation and M&A drivers.
- Valuation Multiples Intuition – In class assignment for bank valuation course.
- Bank Valuation case study. DIB acquisition of Tamweel
- Bank Valuation Course. Emirates Bank International and NBD merger case study
- Where do valuation multiples come from? The MSFT LNKD transaction?
- CIR Model – Appropriate Time Step
- Unexpected Loss (UL), Expected Loss & Economic Capital
- BCBS 239. The new BIS risk data aggregation, risk reporting standard
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- Calculating economic capital – Using volatility
- Calculating Economic Capital – A Case Study
- Economic Capital Modeling – The appeal of using accounting data
- Economic Capital Case Study – Introductions
- Using Economic Capital – An alternate model
- A new series on Economic Capital Models for Financial services
- ALM Training for Board & ALCO Members
- NII in banking vs Economic Value
- ALM’s Purpose and Uses
- Risk books. Help us find the right name for the new book on risk.
- Calculate value at risk for Bonds
- Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
- Enterprise Risk Management Symposium, Chicago – Takeaways
- Risk management. Risk systems for Central Banks.
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Why banking regulation really doesn’t work?
- Investment Banking interview guide to Barclays Libor scandal
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- CIR Interest Rate Model
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- Earnings at Risk – Asset Liability Management reporting
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Category: Bank Regulation & Valuation
- Setting risk limits that work
- Bank consolidation and M&A drivers.
- Valuation Multiples Intuition – In class assignment for bank valuation course.
- Bank Valuation case study. DIB acquisition of Tamweel
- Bank Valuation Course. Emirates Bank International and NBD merger case study
- Where do valuation multiples come from? The MSFT LNKD transaction?
- CIR Model – Appropriate Time Step
- BCBS 239. The new BIS risk data aggregation, risk reporting standard
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- ALM Training for Board & ALCO Members
- NII in banking vs Economic Value
- ALM’s Purpose and Uses
- Risk books. Help us find the right name for the new book on risk.
- Calculate value at risk for Bonds
- Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
- Enterprise Risk Management Symposium, Chicago – Takeaways
- Risk management. Risk systems for Central Banks.
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Why banking regulation really doesn’t work?
- Investment Banking interview guide to Barclays Libor scandal
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- CIR Interest Rate Model
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- Earnings at Risk – Asset Liability Management reporting
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Category: Editors Choice
- Rationality is overrated. The short and sweet edition.
- Seven finance lessons for founders
- Modeling Revenues – A simple case study.
- Kelly’s Criterion, Founders, Startups and Bet size
- Experiential learning and Finance
- DIS vs AMZN vs NFLX?
- The Disney Marvel MCU profitability paradox?
- Oil markets time machine. Past, present and future
- Signals in the data. Oil prices, tea leaves and crude price direction.
- Fintech in frontier markets
- Pakistan Technology Industry Survey 2018
- Thirteen takeaways for graduation – Faisal Khan.
- The difference between value and growth investing
- Impact of taxes and fees on retirement savings and spending
- Pakistan’s middle class estimation challenge
- Celebrating 7 years of teaching computational finance
- The Big Short case study
- Slower than the Flash. Bigger than a duck.
- On rational thinking. Rationality is overrated.
- EXCEL portfolio management. Building the worksheet.
- Non traditional actuarial careers
- 50 seconds before 50
- Where do valuation multiples come from? The MSFT LNKD transaction?
- Abdul Mueed Baloch. Sprinter. Rock Star.
- Who will speak for the Kingdom?
- Market volatility. Are markets more volatile today?
- Better Excel Charts. Add clarity and impact to your presentation
- The evolution of Bank Stress Test.
- Credit Memo. Tips for credit committee presentations
- Six years.
- Maths or Computer Science? Running into the Wall
- RCSA Case study
- Credit scoring. An alternate approach
- Iran oil economy. Has spring really come to Tehran?
- Zen of building risk models. Balls or barrels?
- Saudi oil strategy. How low can they go?
- Russian roulette. Oil prices and Russia
- China Crisis. Oil prices and China dragon roll.
- The knives are out in the Oil market.
- PFE calculation for a simple IRS
- Tehran. Not exactly Middle East
- Producing great marketing videos. A short case study
- KRI Loss Events. Estimating Operational risk capital. An example.
- RCSA – Risk Control Self Assessment
- Unexpected Loss (UL), Expected Loss & Economic Capital
- 7 million twitter impressions, 4 days. #PASHAICT14, a hashtag tracking case study.
- Confessions from a hotel room at the stroke of midnight.
- Turning boys into men
- Bitcoin bubbles – dissecting pre and post bubble datasets
- A short visual history of Bitcoin bubbles
- Estimating WordPress traffic on AWS servers.
- Economic Capital for banking industry
- ALM Strategies – Scenarios & Responses
- Yield Curve History – US Treasuries
- The startup scene in Karachi circa June 2014
- Implied volatility and hedge P&L. Mapping P&L distributions
- What makes a book? The Preface to Option Greeks Primer
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- Actuaries are boring – My life as an actuary
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Volatility surfaces, implied volatilities, smiles and skews
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- Gold forecast. Is Gold still over valued in 2014?
- Crude oil price forecasting models – 11 pictures in 11 minutes
- Ten things to do in Karachi when you are dead.
- Euro bond issue by Pakistan 2014
- Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
- China Aviation Oil (Singapore) Corporation Limited’s Jet Fuel Scandal (2005) – Casestudy
- London Whale – Casestudy and Timeline
- Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy
- Rants, Timelines and Roadmaps – Random musings on starting up
- The PASHA Startup Crash Course for entrepreneurial younglings.
- The Market Risk reading list for new hires.
- Is the world more volatile today? Measuring and trading volatility across markets.
- PASHA Asia Pacific ICT Awards – Pitching Startups Training Resource
- Why did Jeff Bezos buy The Washington Post?
- Getting Published. Our road to a publishing contract.
- Risk Assessment – From risk exposure to impact.
- Calculate value at risk for Bonds
- Yahoo-Tumblr Math?
- Calculating Value at Risk (VaR) with or without VCV matrix
- Nate Silver on Forecasting, Simulations, Probabilities & Improbable.
- Deriving Factors for Table H, Table S and Table R(2) of the IRS Actuarial Tables used in the US
- BDT Interest Rate Model – Limitations and Solutions in EXCEL
- Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
- Everything you wanted to ask about startup failure but were afraid to ask.
- Enterprise Risk Management Symposium, Chicago – Takeaways
- Data Analysis Excel. Five tools in 20 minutes
- Google Analytics April Fool Prank 2013 – Visitors from International Space Station!.
- Risk management. Risk systems for Central Banks.
- Risk jobs – Credit vs. Treasury vs. Market Risk roles
- Value at Risk for Interest Rate & Cross Currency Swaps – EXCEL worksheet overview
- Trading tips. Setting Stop Loss Limits
- 12 months, 700 orders & half a million page views later.
- Dan Ariely on the Upside of Irrationality
- Duration and Convexity for US Treasuries
- ALM Modeling – Assumptions, Conventions & Hacks
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Option pricing – Exotic Options – Pricing Asian, Look backs, Barriers, Chooser Options using simulators
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Exotic derivatives & Options pricing – Pricing Chooser and Compound Options – Weekend Challenge
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation how to – Linking financial model to the simulation
- Monte Carlo Simulation – How to reference
- Monte Carlo simulation methods – Tweaking the distribution
- Black Scholes Model – Derivation of N(d2)
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- Liquidity Stress Testing a fixed income securities portfolio
- Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
- Keep a tab on the odds for the US Presidential election. Who is winning? A bet?
- Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Sales & Trading Interview Guide – The understanding Greeks resource
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- Treasury Risk Management – Advice for Middle Office applicants & candidates
- OIS swap pricing valuation – OIS vs LIBOR
- Treasury Compliance Training for Bank Treasury functions
- Treasury Risk Training. Limits. Capital Allocation. Risk.
- Why banking regulation really doesn’t work?
- Credit Risk Models -Probability of Default
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Price & MTM IRS – Exam Solution
- Bootstrap Forward Curve – Exam Solution
- Pricing Interest Rate Swaps – Exam
- Advance Risk Management Models – Workshop & Training reference page
- Model Fixed Income Portfolio – Case Study
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Ralph E. Biggadike, We miss you.
- Investment Banking interview guide to Barclays Libor scandal
- Stress testing guidelines for bank. A simple comparison of US, European and Asian guidelines.
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Value at Risk EXCEL Example
- Asset Liability Management Case Study
- Jet (Aviation) Fuel Hedging Case – Shortfall using Monte Carlo – Financial Risk Management Course
- Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- CIR Interest Rate Model
- Financial Risk Management MBA Workshop – Fuel Hedging Case – The Case for and against Jet Fuel Hedging
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- Hosting Lessons for Startups – Five things that you shouldn’t do
- Variance Reduction: Quasi Monte Carlo & Antithetic technique
- Building Financial models for startups
- Pricing Ladder Options using a Monte Carlo Simulator
- Crude Oil Price outlook – Media review
- BASEL III Updates – November 2014
- Customer Persona of a MBA Student: What does a typical business school student looks like?
- Treasury Training Cheat Sheet – Ten lessons
- Finance Training Courses: Where do our customers come from and what do they look like?
- ALM Glossary of Terms
- The Death of Yahoo
- Building Maturity Liquidity profiles for Deposits and Advances book for ALCO (ALM), ICAAP IAS 30 reporting
- Startup Guide: I hate product launches or the 40 days that led to last night
- Startup Guide: Code Launch: The 10 step guide to bombing your product launch
- Value at Risk for Options & Futures
- Building Financial Models – Introduction
- Top Ten Finance Concepts
- Treasury training – Selling exotic options to corporate treasury customers
- Treasury E-Learning: Dissecting Treasury products with payoff diagrams
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- Winning Business Plan competitions. The reasons why you didn’t win
- [email protected] Complimentary Pitching Case Studies Course
- Eat People and Grumby: Andy Kessler hits it out of the Park – Twice
- Quote of the week: The Fear Index: Robert Harris
- Understanding Stress Testing: A guide to stress testing for board members
- Cross selling treasury products – Pitching commodity trading ideas to corporate clients
- Exchange Traded Funds (ETF): BIS paper on ETF market and systemic risks
- Monte Carlo Simulation – Simulating returns by replacing the normal distribution with historical returns
- Relative Gold Price Model – Forecasting the price of gold
- Understanding Crude Oil. A model for dissecting crude oil
- US Credit Rating Downgrade: Commodities price impact: Using gold to price oil
- US credit rating downgrade: The sky has fallen or has it really? – Day Three
- US Credit rating downgrade: DTCC, OCC and ICE say no change in treasury haircuts and collateral rules – Day Two.
- US Credit Rating Downgrade: Impact on financial and commodities markets
- US Credit Rating downgraded: Impact on commodities trading – outlook for the next week
- Start up School: Customers personas and profiles or building the foundation for your pitch
- Borders Liquidation – An obituary
- Startup School: Building your roadmap to credibility and business model
- Startup School: Understanding Customers, Painting your Mona Lisa or who is the hero in your movie?
- Frontier and Emerging Markets Enterprise Risk Management: A practical perspective
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- VaR Historical Simulation Approach – EXCEL
- Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
- Liquidity Risk Monitoring
- Net Stable Funding Ratio
- The Fed Guidelines on Capital Analysis: Comprehensive Capital Analysis and Review (CCAR)
- Difference between N(d1) and N(d2)
- Category: Entrepreneurs
- Category: Finance
- The Zen of building financial models
- Common mistakes in financial modeling? Are you making them?
- Fintech and Financial Innovation with Shahid Mustafa
- A Private Equity Case Study. GEMS Education.
- Experiential learning and Finance
- The Disney Marvel MCU profitability paradox?
- Project Plain speak – Sense making for the financial world
- Debunking Finance data science myths
- A rose by any name…
- About FinanceTrainingCourse.com – An overdue introduction
- Yahoo-Tumblr Math?
- The Funnies – October 2012 Edition
- Finance Funnies – The September 2012 issue
- Finance Funnies – Welcome to August 2012
- The new Risk Rock Star video is live. Launching the Risk Training Learning Network Subscription Offer
- Finance Funnies – Missing July 2012 episode – Finance, Recovery, Unemployment and November Elections.
- The lighter side of Finance – Beware of the June selection
- How to calculate Spot Rates, Forward Rates & YTM in EXCEL
- Building Financial Models – Introduction
- Introduction to Financial Modelling
- Market Risk Metrics – Introduction
- Relevering Beta in WACC
- Collateral Valuation: Credit Risk: Approaches for other assets
- Collateral Valuation: Credit Risk: Cost Approach for real estate
- Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
- Collateral Valuation – Sales Comparison Approach for real estate
- Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
- Collateral Valuation – General principles
- Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
- Collateral Valuation: Pledged assets and collateral law
- Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
- Collateral Valuation – Extent of collateral & Performance indicators
- Collateral Valuation: Credit Risk: Definition and Types
- Interest Rate Models – An introduction
- Corporate Finance Training Course Guide Road Map
- CIR Model – Simulating the term structure of interest rates
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Investors due diligence and pre-investment audits
- Small Business Accounting: Inventory Valuation models and profitability: Working Example
- Small Business Accounting: Inventory Valuation models and profitability
- Entrepreneurial Finance: A new market entry, product pricing case study
- Valuation Methods for Islamic Debt Instruments
- Crude Oil Price outlook: US GDP Second Quarter, revised downwards to 1.6%: Oil to head lower
- Crude Oil Insights: Actual spare crude oil capacity within OPEC members
- Understanding Crude Oil – Popular posts and data
- Trading with Options – Lessons learnt from a failed trade
- CPD Requirements for Society of Actuaries
- Master Course – Introduction to Treasury Operations and Treasury Products
- Forecasting the Monetary Policy decisions – will there be a rate cut or not
- Treasury Management Terms
- Master Course: Liquidity Management Crash course: Liquidity Enhancement Tactics
- Master Course: Liquidity Management: Liquidity Contingency Funding Plan
- Master Course: Liquidity Management Crash Course: Liquidity Limits
- Master Course: Liquidity Management: Liquidity Risk
- Startup Guide: The startup crash course in 7 posts or less
- For entrepreneurs only – Startup Insights – Startup mode – startup guide
- Risk Frameworks and applications
- Reboot goes on sale online, gets featured at CIO, the Standard, Network World or the Ides of March
- Risk Management Framework for the Crude Oil & Petrochemical industry: Course Guide
- Risk Management Framework – Limits & Control Process
- Risk Management Framework – Risk metrics & sensitivities
- Risk Management Framework – Models and Tools
- Risk Management Framework – Data and Models
- Risk Management Framework – Risk Policy
- Risk Management Framework – Overview
- Master Case: AMD: Valuation & Projections: Case Guide
- Valuation Case Study – AMD: Exhibits
- Valuation Case Study – AMD: Present Value
- Valuation Case Study – AMD: Cost of Capital
- Valuation Case Study – AMD: Free Cash Flows
- Valuation Case Study – AMD: Balance Sheet
- Valuation Case Study – AMD: Income Statement
- Valuation Case Study – AMD: Setting Assumptions
- Valuation Case Study – AMD: Industry Analysis
- Valuation Case Study – AMD: Process Outline
- Master Case: Corporate Finance: LLC or C-Corp
- Master Case: Corporate Finance: Limited Liability or C-Corp
- Ratio Analysis Master Case – Office Depot
- Ratio Analysis Master Class – Course Guide
- Ratio Analysis Master Case – ODP and Staples
- Ratio Analysis Example – Office Depot: Financial Condition Review
- ODP & Staples Case Study: Comparative Ratio Analysis
- Ratio Analysis. Office Depot. Leverage, productivity ratios
- Ratio Analysis Master Case – Office Depot: Industry review and ratios
- Ratio Analysis Master Case – Office Depot: Ratios game plan
- Ratio Analysis Master Case – Office Depot: Overview
- Ratio Analysis: Liquidity, Leverage, Profitability, Productivity: Session I-D
- Ratio Analysis: Understanding the language: Session I-C
- Ratio Analysis – Understanding the language (Part 2)
- Ratio Analysis Understanding the language (Part 1)
- Corporate Finance – course guide
- Case Study – Electronic Arts
- WACC & Beta
- Opportunity Cost & Cost of Capital
- Internal Rate of Return in Corporate Finance
- Corporate Finance – Present Value of Cashflows
- Time value of money and Discount Rate
- ROE, ROIC & Payback Period
- Risk and Return in Corporate Finance
- Equity and Income Statement
- Balance Sheet – Liabilities & Working Capital
- Corporate Finance – Balance Sheet – Assets
- Corporate Finance – Accounting Notes
- Financial Statements in Corporate Finance
- Corporate Finance Overview
- Category: Corporate Finance
- Category: Ratio Analysis
- Category: Insurance
- Category: On the Lighter Side
- Of sunshine, sparks and dreams.
- Startups, Founders and Stand up comedy in Karachi
- Four minutes
- Arrival (2016) – The movie
- The evil deed is done.
- Celebrating Juno’s arrival on Jupiter
- Hob House – Kenya Art Collection.
- Kigali Rwanda – The East African surprise
- Hob House – Nairobi’s secret treasure
- Steve Jobs – 2015 – The film. Being binary
- Tehran. Not exactly Middle East
- Gilgit Serena Hotel – Our oasis after Chilas
- The road to Gilgit – First impressions.
- Gilgit Hunza Road Trip June 2015
- Right back at you, Sabeen Mahmud
- Rainbows and Richter scales. My father’s brothers.
- Karachi Sunsets
- Running with men and giants.
- How to take a great head shot for your author profile picture?
- Dubai food ideas. Breakfast, Lunch & Dinner
- Telenor data plans. 3G phone bandwidth speed test results
- Drive by shooting at Lake Victoria with Canon 70D
- Testing Facebook Fan page reach versus Google+ conversions
- The recipe for a perfect vacation…The daisy fields of Nathiagali
- Chasing Butterflies in Nathiagali – Episode II
- Chasing Swallowtails in Nathiagali
- The call of the Koel (read: Koyel)
- Karen County Lodges, Nairobi. The Kenya you wanted to see, but didn’t.
- Rayong Laem Mae Phim Beach – Thailand.
- Jobs, the movie..
- Getting Published. Our road to a publishing contract.
- Nairobi National Park – Open Air Safari
- The Quartet. Old age is not for sissies.
- Happiness comes in four flavors
- From startup failure to pitching like a pro. Reboot for iPad, ibook edition is live.
- Pitching for your startup? Reboot for iPad is here
- Goodbye New York. So long and thanks for all the fish…
- Shot by Zaka Shafiq at Columbia Business School
- Be careful of who you sit next to on your next Emirates flight.
- Google Analytics April Fool Prank 2013 – Visitors from International Space Station!.
- The travelling sunrise and sunsets series
- Singapore – Close encounters of 2nd kind – Golden Web Spiders at Forest Top
- Singapore Forest Top Walk – Random snaps
- Asia Pacific ICT Awards 2012 (APICTA 2012) – Brunei – Judging Day One – Photo blog
- APICTA (Asia Pacific ICT Awards) 2012 – Brunei – Photo Blog – Arrival
- Feed Garfield out on the iPhone tops China charts
- Sea shells on the sea shore.
- Long billed Hoopoe or a Crowned Woodpecker? You decide
- The Funnies – October 2012 Edition
- Karachi Kites at the Karachi Horse Riding School
- Finance Funnies – The September 2012 issue
- Finance Funnies – Missing July 2012 episode – Finance, Recovery, Unemployment and November Elections.
- Category: Portfolio Management
- Category: Risk
- Crypto Risk Review and Assessment – a Framework
- Modelling RSU expense in EXCEL
- Goldman Interview Q. What is the Third Moment?
- Fintech. Financial Innovation. Disruption. IBA.
- Your Bitcoin outlook 2021?
- A Private Equity Case Study. GEMS Education.
- Kelly’s Criterion, Founders, Startups and Bet size
- DNFBPs – Designated Non-Financial Businesses & Professions
- FATF Grey List Pakistan – Case Study
- Setting risk limits that work
- Calculating PFE for IRS using HJM
- Getting started with IFRS 9 implementation
- Signals in the data. Oil prices, tea leaves and crude price direction.
- Goldman Sachs and the 1MDB Scandal
- Pakistan banks put hold on 2Checkout export wire transfers ?
- Pre-settlement Risk & PFE -Forward & TARF
- TARF PSR PFE calculation model
- Stress testing correlation – The positive correlation stress test
- Hedge effectiveness of vanilla options, TARF & participating forwards
- Anti-Money Laundering Programmes – Systems
- Anti-Money Laundering Programmes – Regulations
- Portfolio Management Sample Exam
- Dow Jones 20,000. How real is the Trump rally?
- Hello stranger! Say Hi to our new support chatbot.
- Index matching portfolio optimization with Solver
- Probability of Default: Deutsche Bank – November 2016
- The Brexit reference for dummies
- ILAAP ALM LCR Reports Template Validator
- Doha oil output freeze talks. 7 questions for oil trading playbook
- Basel III credit risk standardized approach
- Copulas in Excel. Theoretical foundations.
- Credit Memo. Tips for credit committee presentations
- Loan officer skill sets. Between Credit analysts and relationship managers.
- Liquidity Gap Implementation Challenges
- RCSA Case study
- Credit scoring. An alternate approach
- China Crisis. Oil prices and China dragon roll.
- PFE calculation for a simple IRS
- KRI Loss Events. Estimating Operational risk capital. An example.
- RCSA – Risk Control Self Assessment
- Operational risk management for banks
- Farewell, Sabeen
- Building Copulas in Excel
- Ebola market impact
- BCBS 239. The new BIS risk data aggregation, risk reporting standard
- Bitcoin economics. Is Bitcoin a currency?
- Bitcoin bubbles – dissecting pre and post bubble datasets
- A short visual history of Bitcoin bubbles
- Economic Capital for banking industry
- Calculating Economic Capital – Using Leverage ratio
- NII in banking vs Economic Value
- Asset Liability Management Training Guide. 3rd Edition.
- Operational Risk Management under the Basel accord
- ALM’s Purpose and Uses
- ALM Strategies – Scenarios & Responses
- Yield Curve History – US Treasuries
- Understanding Option Greeks – Introducing Gamma
- Understanding Alpha or Gamma Rent
- Implied volatility and hedge P&L. Mapping P&L distributions
- Sign up to review a new book on Option Greeks.
- What makes a book? The Preface to Option Greeks Primer
- Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
- Shadow Gamma Calculation
- Five steps to hedging Vega and Gamma exposure in EXCEL
- Hedging Vega and Gamma exposure. Lesson Five
- Hedging higher order Greeks – Hedging a book of short call options
- Hedging higher order Greeks – Solver Solution review
- Option Greeks – Building the Excel Solver model for hedging Greeks
- Option Greeks. Using Solver to hedge Vega Gamma exposure
- Four market risk case studies for your weekend read.
- Forward Implied Volatility in EXCEL
- Implied and Local Volatility Surfaces in Excel – Final steps
- Creating the volatility surface dataset using implied volatilities
- The difference between implied and local volatility – volatility surfaces
- Volatility surface, deep out of the money options and lottery tickets
- Building implied and local volatility surfaces in Excel tutorial – coming soon
- A rose by any name…
- Is High Frequency Trading (HFT) the same as front running? Michael Lewis makes it official
- China Aviation Oil (Singapore) Corporation Limited’s Jet Fuel Scandal (2005) – Casestudy
- London Whale – Casestudy and Timeline
- Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy
- SP Jain EMBA Entrepreneurship Course – Dubai 2014
- Models at Work – The new risk text book. Now out in stores
- The Market Risk reading list for new hires.
- Buy Models at Work now at 50% off before 31st December 2013.
- Models at Work – now available for sale on Amazon.com
- Is the world more volatile today? Measuring and trading volatility across markets.
- Risk Training Courses – Celebrating 1 million page views
- Models at Work – The new text book on risk assessment & management
- Risk Assessment – From risk exposure to impact.
- The new textbook on risk
- Calculate value at risk for Bonds
- Calculating Value at Risk (VaR) with or without VCV matrix
- Data Analysis – Snapshots of an Excel Evangelist
- Risk management. Risk systems for Central Banks.
- Risk jobs – Credit vs. Treasury vs. Market Risk roles
- Value at Risk for Interest Rate & Cross Currency Swaps – EXCEL worksheet overview
- Risk training’s new interface for 2013
- Trading tips. Setting Stop Loss Limits
- Duration and Convexity for US Treasuries
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- ALM Modeling – Assumptions, Conventions & Hacks
- A regulator looks at Basel II, Basel III & the Financial Crisis – Bull by the Horns by Sheila Bair
- The focus on Bank Regulation & Bank Regulators. From Matt Taibbi & Michael Lewis to Senator Warren.
- Conditional Value at Risk (CVaR)
- Monte Carlo Simulation Model How to – First pass
- Sea Shells – Another day at the beach
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- We are hiring senior developers. Redefine challenge in your dictionary
- Liquidity Stress Testing a fixed income securities portfolio
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Treasury Risk Training. Limits. Capital Allocation. Risk.
- Credit Risk Models -Probability of Default
- Barclays Bank – Probability of Default (PD) trend using Merton’s Structured approach
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
- Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- The Risk and Finance Rock Star campaigns…
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Value at Risk EXCEL Example
- Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
- Calculating Value at Risk – Now available on the iPad
- Probability of Shortfall and Expected Shortfall with or without Basel III – Financial Risk Management Training Course – Day Three Update
- Financial Risk Management MBA Workshop – Fuel Hedging Case – The Case for and against Jet Fuel Hedging
- Setting Limits for Treasury Risk : Available online risk limits training courses
- MonteCarlo Simulation: A introduction to simulating N(d1) and N(d2) in EXCEL
- Selling derivative products to treasury customers: The Treasury Marketing Unit Training series
- Protected: IBA-TAN-Complimentary-Pitching Case Studies-View Only
- Technology Head of Operations role: US Based client, offshore team
- Who can answer my risk policy, model and frameworks questions?
- Gold Price Forecasts: Extending our simple gold price models.
- LCF Site update: We are back in business
- Five River does Pakistan – Our independence day gift from Lahore, pepperpk, Amir Hussain and Hasan Rizvi
- Entrepreneurship: Redux
- Ashoka: Everyone is a change maker
- Business Analyst, Risk Quant Analyst and Team Lead roles for a US based client
- Java Resources and Team Leads required- SQL, Cloud experience
- Java Team Lead: SQL, Cloud Experience required: Financial Services Application Development
- Java Developers: Financial Services Application Development: SQL, Cloud experience required
- Startup School – Entrepreneurship training crash course
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- VaR Historical Simulation Approach – EXCEL
- Grading Entrepreneurial Jedi – May the force be with you…
- Portfolio VaR – Variance Covariance Approach using the Short Cut technique – PROOF!!
- Portfolio VaR
- Earnings at Risk – Asset Liability Management reporting
- How to calculate Economic value of Equity or market value of Equity at risk
- Market Risk Metrics – Sharpe and Treynor Ratios
- Market Risk Metrics – Introduction
- Quant & finance jobs: ETL Analyst, Loan Data Modeling
- Quant & Finance Programming jobs – Senior and Junior Java Software Engineers
- Quant Jobs: Statistical Analyst, Loan Data Modeling.
- Enchantment – Persuasion, selling and making a difference for startups by Guy Kawasaki
- Finance Training Courses: From Inception (Text) to version 3.0 (Finance training videos):
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- Risk Training Videos – Audience Profile
- Book Review: The Big Short: Inside the Doomsday Machine by Michael Lewis
- Emerging and Frontier Market Bonds – Attractive Yields on Euro Dollar Bonds
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Online Quant Crash Course: Pre-course announcement
- The Quant Crash Course: Finance Training Course introduces the Quant Crash Course online video training series
- Liquidity Risk Management Case Study: Bear Stearns – June 2007 to 16th March 2008
- Startup and Reboot Chat – PMI Karachi Chapter Event – 1st Feb 2011
- Book review: The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin and Reward
- Finance Training Courses – Exotics Financial Topics, Exotic Tropical Locations
- Setting Limits: Interest Rate Risk Management
- Counterparty Risk Limits: Pre-settlement Risk and Settlement Risk
- Limits: Trading Limits – Duration, Convexity and PVBP Limits
- Setting Limits: Value at Risk and Regulatory Approach Limits
- Actuarial Mathematics – Development of Commutation Functions
- Finance Careers: A tale of two startups
- Career choices: From banking and consulting to Startup land in southern California
- Career Choices: From Columbia to Goldman and back – Switching from consulting to investment banking …
- Career Guidance: The choices I have made – my early professional consulting career
- Finance Training Course: WACC, Beta, Cost of Capital posts review
- December Traffic update: It is down with a capital D…
- Basel III: Enhancements to Basel II: Firm-specific changes
- Terminating security interest in collateral
- Enforcement of Security Interest in Collateral
- Collateral Management of Security Interest
- Security Interest in Collateral
- 20,000 page views, Eight thousand visitors and 200 dollars in revenues – Corporate Finance Blog, November update
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Forecasting Interest Rates and Applications workshop: December 28th, 29th
- Introducing the ICAAP (Internal Capital Adequacy Assessment Process) excel template
- Editor Profile – Jawwad Farid
- Business Plan Cheat Sheet – Two business plans up for a half baked sale
- Small Business Credit Training: Resource guide
- Management Case Studies – Resources & Guides
- Business School Admissions: Masters Program Applicant Resource
- Setting Risk Limits-Counterparty, Pre-settlement Risk (PSR) and Trading Limits.
- Setting up Treasury Limits: Working with Stop Loss Limits
- Defining Treasury Limits: Limits Control and Business Processes
- Setting Treasury Risk Limits: Defining Risk Appetite, control limits and limit breaches
- Accounting for Trading profits: Inventory valuation models and determination of trading gains and losses
- FinanceTrainingCourse.com is now live
- Actuarial Mathematics – Introduction to Commutation Functions
- Learning Corporate Finance gets a new home
- Learning Corporate Finance – APICTA and Manthan Awards nominations
- Feedback is a gift: Help us win at APICTA, the Delhi Manthan Awards and more
- Treasury products & operations – Treasury products & operations simulation workshop
- Middle Office Review: Middle Office External review and audit
- Middle Office review: Middle Office Target state vs. Middle Office current state analysis
- Basel Gap Analysis
- Middle Office Review: Sample Middle Office Assessment and review report
- Middle Office review: Sample middle office gap analysis report
- Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
- Online MBA Resources: Writing content for online finance courses
- Challenges with Value at Risk
- Online MBA Reference: Corporate Finance Courses gets a make over
- Risk Management: Sample Board Risk Policy document and Risk Policy table of content
- Online Finance courses – Top finance courses at the Finance e-education portal
- Learning Corporate Finance – Now a Technorati Top 100 Finance blog
- Online Finance – Building a business case for risk management
- The Alchemy Risk Management Solution Matrix
- Forecasting the Monetary Policy Decision – A second look at rate cut and rate hike simulation – Econ 101
- FAS 157 – Fair value accounting and Level 3 assets
- ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
- Calculating Value at Risk – Calculation reference
- Online Finance – Good and Bad bosses – A review of leadership trends across the decades
- Pricing Commodity linked notes
- Pricing Range Accrual Notes – Extending the cap floor functions
- Start up crash course – Reading assignments
- Finance-Calculating Value at Risk – Caveats, qualifications, issues
- Value at Risk EXCEL Guide
- Calculating Value at Risk – Approach Specific Steps
- Calculating Value at Risk – Data & Return Series
- VaR Methods – Calculating Value at Risk
- Value at Risk Calculation – Introduction
- ODP & Staples Case Study: Comparative Ratio Analysis
- Category: Credit Risk
- Category: Limits
- Category: Liquidity Risk
- Category: Operational Risk
- Category: Value at Risk
- The new textbook on risk
- Calculate value at risk for Bonds
- Calculating Value at Risk (VaR) with or without VCV matrix
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Conditional Value at Risk (CVaR)
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
- Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Value at Risk EXCEL Example
- Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
- Calculating Value at Risk – Now available on the iPad
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- VaR Historical Simulation Approach – EXCEL
- Portfolio VaR – Variance Covariance Approach using the Short Cut technique – PROOF!!
- Portfolio VaR
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Online Quant Crash Course: Pre-course announcement
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
- Challenges with Value at Risk
- Calculating Value at Risk – Calculation reference
- Finance-Calculating Value at Risk – Caveats, qualifications, issues
- Value at Risk EXCEL Guide
- Calculating Value at Risk – Approach Specific Steps
- Calculating Value at Risk – Data & Return Series
- VaR Methods – Calculating Value at Risk
- Value at Risk Calculation – Introduction
- Category: Small Business
- Loan officer skill sets. Between Credit analysts and relationship managers.
- Testing Facebook Fan page reach versus Google+ conversions
- The startup scene in Karachi circa June 2014
- Rants, Timelines and Roadmaps – Random musings on starting up
- The PASHA Startup Crash Course for entrepreneurial younglings.
- Everything you wanted to ask about startup failure but were afraid to ask.
- From startup failure to pitching like a pro. Reboot for iPad, ibook edition is live.
- Pitching for your startup? Reboot for iPad is here
- On Startup Failure – OPEN Washington DC Chapter Fireside chat
- SP Jain Entrepreneurs present their pitches. EMBA Batch 23 rocks..
- Finance Training Courses over the ages – The evolution of a financial e-learning solution
- Hosting Lessons for Startups – Five things that you shouldn’t do
- Startup Launch Check List – Eleven steps to get started with your startup
- What do you do when you startup – 3 case studies – one milestone at a time
- Startup Training: Free Pitching for Startups video series. Pitching your dreams to investors and customers
- Startup Guide: Code Launch: The 10 step guide to bombing your product launch
- Building Financial Models – Introduction
- [email protected] Social Innovation Fund: Can you change the world with US$10,000
- Winning Business Plan competitions. The reasons why you didn’t win
- More sample pitches: Toffeetv.com makes it case
- The Pitching for Startup Course – A guide to presenting winning pitches for your business plans
- Business Plan Pitches: SP Jain EMBA Students take a shot at pitching their dreams
- US Credit Rating Downgrade: Impact on financial and commodities markets
- US Credit Rating downgraded: Impact on commodities trading – outlook for the next week
- Start up School: Customers personas and profiles or building the foundation for your pitch
- Startup School: Building your roadmap to credibility and business model
- Startup School: Understanding Customers, Painting your Mona Lisa or who is the hero in your movie?
- Startup School: My EMBA Entrepreneurship students take a shot at pitching their dreams
- Startup School: Starting up Crash Course: The PASHA Social Innovation Fund Interviews Video Series
- Education Technology: Graphic Tablet and Interactive Whiteboards – a non-iPad, non-iMac, non-tablet PC based quest inspired by the Khan Academy.
- Startup School – Core Milestones
- Startup School – Balance Faith
- Startup School – Balancing Faith
- Startup School – The blue screen of death
- Startup School – Startup roulette: A framework for failure
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies: Lessons learned
- Startup School – The search for gods and generals – Leadership and Greco-Roman tragedies
- Startup School – The paradox of large customers
- Startup School – Why diversification is a four-letter word: Lessons learned
- Startup School – Why diversification is a four-letter word
- Startup School – Opportunity cost of perfection
- Startup School – Evolutionary product development and “solving the wrong problem”, problem: Lessons learned
- Startup School – Evolutionary product development and “solving the wrong problem”, problem
- Startup School – Technology as a competitive advantage: Lessons learned
- Startup School – Technology as a competitive advantage
- Startup School – Business development: Lessons learned
- Startup School – Business development
- Startup School – The funding mindset – capital and partners: Lessons learned
- Startup School – The funding mindset – capital and partners
- Teaching Entrepreneurship online
- The PASHA – CIPE – Entrepreneurial Younglings Round Table
- Entrepreneurial business plan competitions – Be Boring.
- Microsoft Catalyst Program: Entrepreneurial training for students and graduates
- Collateral Valuation: Credit Risk: Approaches for other assets
- Collateral Valuation: Credit Risk: Cost Approach for real estate
- Collateral Valuation: Credit Risk: Income Capitalization Approach for real estate
- Collateral Valuation – Sales Comparison Approach for real estate
- Collateral Valuation: Credit Risk: Real Estate Valuation Approaches
- Collateral Valuation – General principles
- Collateral Valuation: Credit Risk: Importance of collateral valuation to credit risk management
- Collateral Valuation: Pledged assets and collateral law
- Collateral Valuation: Credit Risk: Role of collateral in Financial Intermediation
- Collateral Valuation – Extent of collateral & Performance indicators
- Collateral Valuation: Credit Risk: Definition and Types
- Investors due diligence and pre-investment audits
- Small Business Accounting: Inventory Valuation models and profitability: Working Example
- Small Business Accounting: Inventory Valuation models and profitability
- Small Business Credit: Analyzing Cash Flows: Bringing it all together
- Small Business Credit: Analyzing Cash Flows: Cash from Operations
- Small Business Credit: Analyzing Cash Flows: Cash from Trading activities
- Small Business Credit: Analyzing Cash Flows: Analyzing Cash from Sales
- Small Business Credit: Cash Flow Lending to SME: Analyzing Cash Flows for Credit
- Small Business Credit: Cash Flow Lending: Analyzing Cash Flows for Credit to Small and Medium Size businesses
- Small Business Credit Training
- Small Business Credit Training: Ratio Analysis, Finance, Accounting and Credit Process
- Small Business Credit Training – Understanding Credit Process and Loan Approval basics
- Small Business Credit Training – Credit & Small Business Loans
- Small Business Finance Training: Cases in Valuation, Ratio analysis & Credit
- Small business accounting, finance training: Free Online finance and accounting training courses
- Small Business Finance training courses – Ratio Analysis
- Accounting short course – Small business accounting training – Reviewing the Trial balance example
- Basic Accounting Short Course for small business – Course Guide
- Accounting short course – Small Business accounting training – The Trial Balance and accounting control
- Basic accounting Crash Course- Small business accounting training – General Ledger example
- Basic Accounting Crash Course: Small Business Accounting Training: Cash Book Example
- Basic Accounting Crash Course: Accounting Training for small businesses- Cash Book and recording cash discounts
- Basic Accounting Short Course- Small Business Accounting Training- Integrating Sales, Purchases & Returns
- Accounting Crash Course – Small Business Accounting Training – Purchases Journal and Purchases Ledger
- Accounting crash course: Small Business Accounting Training – Sales Journal, Sales Ledger and Trade discounts
- Accounting Crash Course: Small Business Accounting Training – Sales Journal and Sales Ledgers
- Accounting short course: Small business accounting training – Books of Original Entry – Journals and Ledgers
- Basic accounting short course: Accounting training for small businesses – Preparing the T-account
- Basic accounting short course: Accounting training for small businesses – Introducing Debit & Credit
- Basic Accounting short course: Accounting training for small businesses
- Small Business Finance: Teaching small business the language of credit and finance
- Small Business Financing: Small Business Association (SBA) non-direct Loans
- SME Financing: Regional financial initiatives
- SME Financing: Financing programs for small businesses
- Credit Process Master Case – Baldwin Piano
- Master Class: Credit Process: Course Guide
- Master Case: Analyzing Cash flow Statements: Examples
- Credit Process: Credit Decision – factors
- Credit Process: The Credit Decision
- Preparing credit proposals and memos
- Credit Process: Credit Culture and Information Gathering Foundations
- The context for credit risk analysis
- Credit Process: Lending products
- Credit Process: Why do businesses borrow money?
- Credit Process: Understanding the language – ii
- Credit Terminology: Understanding the language
- Credit Analysis Mindset
- Credit Analysis – Course Guide
- Credit Analysis: Understanding Financial Leverage
- Credit Analysis: Fixed Costs and Operating leverage
- Credit Analysis: Breakeven and leverage
- Credit Analysis – Introduction
- Operating Cycle, Books of Accounts and Forms of doing business
- Category: Accounting
- Category: Credit Process & Analysis
- Category: Special Needs
- Category: Startup
- Category: Testimonials
- Category: Tourism & Travel
- Category: Training Course Outlines & Workshops
- Portfolio Management Training – Dubai, Bangkok – March 2017
- Dubai Training series. FX Options, CVA and ALM.
- Society of Actuaries Asset Liability Management (ALM) Training Dubai December 2014
- Risk Training Singapore 2013 – Course materials are now up
- Risk Exposure: Target account and ALM. Wrapping up the Banc One case
- Calculating Value at Risk. FRM MBA Workshop Transcript. Day One
- FourQuants does iPad Risk books on ALM, Risk, VaR and Treasury Management
- Financial Risk Management Workshop – Value at Risk, Volatility and Trailing correlations – Day One
- Treasury Products and Operations – 2nd edition – The new and revised study guide for treasury and non-treasury professionals
- Oil and Gold Models workshop – Bangkok, 14 November 2011
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- Cross selling treasury products – Pitching commodity trading ideas to corporate clients
- Finance Training Courses at the Capital Club, DIFC, Dubai, UAE
- Liquidity Risk Training online video course – Episode one
- Finance Training Courses: ICAAP: Win a seat at the ICAAP Treasury Risk Workshop, Langkawi at your price!
- Finance Training Course – Course Outline – ICAAP Models: ALM & Interest Rate Simulations for ICAAP
- Finance Training Course – Course Outline – Internal Capital Adequacy Assessment and Treasury Risk
- ICAAP Training Workshops – 3 days – Langkawi, Malaysia, March 2011
- Internal Capital Adequacy Assessment and Treasury Risk Workshop – Langkawi, Malaysia, March 2011
- ICAAP Models, ALM, Interest Rate Simulations for ICAAP, Langkawi
- The Asset Liability and Liquidity Management Training Workshop, Subang Holiday Resort, Kula Lumpur, Malaysia, January 2011.
- Finance Training Course – Course Outline – Risk and Derivative Pricing Crash Course
- Finance Training Course – Course Outline – Basel II – Myths, Challenges and Question Marks
- Finance Training Course – Course Outline – Economic Capital, Limit Management & Basel II: Application and Practice
- Finance Training Course – Course Outline – Internal Capital Adequacy Assessment
- Finance Training Course – Course Outline – Probability of Default Models: Beyond Regulation
- Finance Training Course – Course Outline – Liquidity Management: Tools, Measures and Red Flags
- Finance Training Course – Course Outline – ICAAP – Implementation and Challenges
- Finance Training Course – Course Outline – Derivative Pricing – Interest Rate products
- Finance Training Course – Course Outline – Derivative Pricing – FX products
- Finance Training Course – Course Outline – Interest Rate Models: Forecasting Interest Rates and Application
- Finance Training Course – Course Outline – Treasury Risk Crash Course
- Category: Treasury
- Historic Yield Curves and US Recession
- Setting risk limits that work
- Pakistan Sukuk bonds priced at 5.625 and 6.875 for 5 and 10 year maturity
- Portfolio alpha stability and allocation optimization models.
- Excel convergence hacks for TARF pricing models
- TARF Pricing model guide now live
- EXCEL Target Redemption Forward (TARF) Pricing Models – Black Scholes
- Target Redemption Forward (TARF) Pricing Models in Excel
- The case for participating forwards
- Mis-selling in FX Markets – Losses from zero cost investments
- Dual Currency Deposits (DCD)
- Understanding Option Greeks – Introducing Gamma
- Implied volatility and hedge P&L. Mapping P&L distributions
- Hedging Vega and Gamma exposure. Lesson Five
- Calculate value at risk for Bonds
- Risk jobs – Credit vs. Treasury vs. Market Risk roles
- Value at Risk for Interest Rate & Cross Currency Swaps – EXCEL worksheet overview
- Risk training’s new interface for 2013
- Trading tips. Setting Stop Loss Limits
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
- Monte Carlo Simulation Model – How To – Initial Ground Work
- Monte Carlo simulation methods – Tweaking the distribution
- What is Risk? The new risk assessment & risk management training series
- War on Option Greeks – The weekend option pricing risk challenge
- The Option Pricing models 5 nights crash course
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- Option Greeks – Theta time premiums for call options
- Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
- Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
- Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
- Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
- Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
- Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
- Win a copy of Risk Frameworks & Applications by subscribing – 1 copy for every 10th subscriber
- Sales & Trading interview guide – quantitative topics
- Sales & Trading Interview Guide – The understanding Greeks resource
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
- Understanding Delta Hedging options using Monte Carlo Simulation in Excel
- Free risk & treasury online training resource guide – our most popular posts
- Treasury Compliance Training for Bank Treasury functions
- Treasury Risk Training. Limits. Capital Allocation. Risk.
- Option Greeks – Delta, Gamma, Vega, Theta & Rho
- Advance Risk Management Models – Workshop & Training reference page
- Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
- Sales and Trading Interview Guide: Understanding Greeks – Preface
- Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
- How to spend 2.5 million US$ – The roof top scene from Margin Call
- Liquidity Risk Management Case Study: American International Group (AIG)
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