## Risk & Treasury Training, simplified

Asset Liability Management

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**ALM – Crash Course****ALM – Crash Course – EXCEL Examples****ALM Report Validator****Asset Liability Management (ALM) Crash Course – Package****Asset Liability Management – Video****Black Derman Toy Model Construction – EXCEL Example****Black-Derman-Toy (BDT) Interest Rate Model – Package****Building Maturity & Liquidity Profiles for Deposits and Advances****Calibration of Black Derman Toy (BDT) Interest Rate model to US Treasuries****Calibration of CIR Model – EXCEL Example****Cox-Ingersoll-Ross (CIR) Interest Rate model – EXCEL example****Duration and Convexity for US Treasury Bill, Note and Bond****Duration Convexity – EXCEL Example****Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model****Heath Jarrow Merton (HJM) Interest Rate Model – Package****How to construct a Black Derman Toy Model in EXCEL****How to utilize results of a Black Derman Toy Model****How to utilize results of a Black Derman Toy Model – EXCEL Example****Interest Rate Simulation Crash Course – Package****Interest Rate Simulation Crash Course****Principal Component Analysis – PCA – US Treasury Yield Rates**

Derivative Pricing

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**Advanced Derivatives Crash Course – Structured products, credit derivatives, exotics****Computational Finance: Building Monte Carlo (MC) Simulators in Excel****Derivatives Crash Course for Dummies****Derivative Pricing, Risk Management, Financial Engineering – Equation Reference****Derivative Products****Interest Rate Options – Pricing Caps and Floors****Options pricing with Binomial trees in Excel spreadsheets****Pricing Interest Rate Swaps – The valuation and MTM course****Exotic Option Pricing using Monte Carlo Simulation****Monte Carlo Simulation – How to reference****War on Greeks. The weekend Option pricing challenge****Hedge Effectiveness – Jet Fuel Hedging**

**Delta Hedging and Greeks – EXCEL****Derivative Pricing – Basic – Video****Derivative Pricing – Advanced – Video****Derivative Pricing – Binomial Trees – Efficient Approach****Derivative Pricing – Binomial Trees EXCEL Example****Derivative Products****Derivative Products – Package****Derivatives Terminology Crash Course****Exotic Option Pricing using Monte Carlo Simulation****Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – EXCEL Example****Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates****Forward Prices and Forward Rates – Calculation reference & detailed examples****Monte Carlo Simulation – Variance Reduction Procedures – EXCEL Examples****Monte Carlo Simulation – Models and Applications****Monte Carlo Simulation – Video****Monte Carlo Simulation – with Option Pricing – Package****Monte Carlo Simulation – Equity – Example****Monte Carlo Simulation – Commodity – Example****Monte Carlo Simulation – Currency – Example****Monte Carlo Simulator with Historical Returns****Monte Carlo Simulation – Package****Option Pricing using Binomial Trees****Option Pricing using Monte Carlo Simulation****Pricing IRS – Module I – Term Structures****Pricing IRS – Module I – Term Structures EXCEL Example****Pricing IRS – Module II – IRS and CCS****Pricing IRS – Module II – IRS and CCS EXCEL Example****Pricing Interest Rate Options – Module III****Pricing Interest Rate Options – Module III EXCEL Example****Pricing Interest Rate Swaps and Interest Rate Options – Package****Pricing Ladder Options using a Monte Carlo Simulator****Selling Derivative Products****Understanding Delta Hedging and Greeks****Understanding N(d1) & N(d2) – EXCEL Example****Understanding N(d1) & N(d2) – Video****Valuing Options – Binomial Tree – Traditional Approach – EXCEL Example**

Risk Management

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**Advance Risk Management Workshop – Singapore****Risk Models in EXCEL****Stop Loss Limits – Review triggers****Conditional Value at Risk Calculation in Excel****What is Risk? What is Risk Management?****Value at Risk models****Collateral Valuation in Credit Risk Management Course****Correlation****Liquidity Risk Management Case Studies****Market Risk Metrics****Setting Counterparty Limits, Market Risk Limits & Liquidity and Interest Rate Risk Limits**

**Calculating Value at Risk – Package****Calculating Value at Risk – Video****Calculating VaR – Includes case study****Calculating VaR – EXCEL Example****Calculating VaR for Futures and Options – EXCEL****Collateral Valuation in Credit Risk Management****Comparing Value at Risk – Model, Methods and Metrics – EXCEL****Deriving IRS Actuarial Tables H, S and R(2)****Portfolio Risk Metrics – EXCEL Example****Portfolio VaR – EXCEL Example****Sample Counterparty Limit Proposal****Setting Counterparty Limits – Package****Setting Counterparty Limits****Setting Limits – EXCEL Example****Value at Risk Example for Fixed For Floating Interest Rate Swaps – EXCEL****Value at Risk using the Monte Carlo simulation with Historical Returns approach****Value at Risk using VCV – EXCEL****Valuing Options – Black Scholes Example**

Corporate Finance

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