- 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)
- Liquidity Risk Management Case Study: Lehman Brothers
- Finance Training Course – Course Outline – Treasury Risk Crash Course
- Treasury Profitability. Foreign Exchange deals and Treasury profitability
- Treasury Risk Reference. Ratios, Metrics, Measures, Equations.
- Treasury Management Terms