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All Treasury Posts

All Treasury Posts

  1. Pakistan Sukuk bonds priced at 5.625 and 6.875 for 5 and 10 year maturity
  2. Portfolio alpha stability and allocation optimization models.
  3. Excel convergence hacks for TARF pricing models
  4. TARF Pricing model guide now live
  5. Excel Target Redemption Forward (TARF) Pricing Models – Black Scholes
  6. Target Redemption Forward (TARF) Pricing Models in Excel
  7. The case for participating forwards
  8. Mis-selling in FX Markets – Losses from zero cost investments
  9. Dual Currency Deposits (DCD)
  10. Understanding Option Greeks – Introducing Gamma
  11. Implied volatility and hedge P&L. Mapping P&L distributions.
  12. Hedging Vega and Gamma exposure. Lesson Five
  13. Fixed Income Risk: Calculating Value at Risk (VaR) for Bonds
  14. Risk jobs – Credit vs. Treasury vs. Market Risk roles
  15. Value at Risk for Swaps – Interest Rate & Cross Currency Swaps VaR
  16. Risk training’s new interface for 2013
  17. Trading tips. Setting Stop Loss Limits
  18. Risk Models, Option pricing & Bank Regulation training – 2013 guide
  19. Option Pricing using Monte Carlo Simulation – Pricing Exotic & Vanilla Options in Excel – Introduction
  20. Monte Carlo Simulation Model – How To – Initial Ground Work
  21. Risk Training Singapore 2013 – Course materials are now up
  22. Monte Carlo simulation methods – Tweaking the distribution
  23. What is Risk? The new risk assessment & risk management training series
  24. War on Option Greeks – The weekend option pricing risk challenge
  25. The Option Pricing models 5 nights crash course
  26. Value at Risk. VaR models methods & metrics using EXCEL
  27. Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
  28. We are hiring senior developers. Redefine challenge in your dictionary
  29. Option Greeks – Theta time premiums for call options
  30. CPE Online Training – Continuing Professional Education (CPE) – Treasury Products & Value at Risk courses
  31. Sales & Trading Interviews – Understanding Greeks & Delta Hedging – Now in Stores
  32. Delta Hedging applications for Rho, Rebalancing frequency & Implied Volatility
  33. Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I
  34. Sales & Trading Technical Interviews – Greeks behaving badly – Put Options
  35. Dynamic Delta Hedging – Calculating Cash PnL (Profit & Loss) for a Call Option writer
  36. Dynamic Delta Hedging – Extending the Monte Carlo simulation model to Put contracts
  37. Win a copy of Risk Frameworks & Applications by subscribing – 1 copy for every 10th subscriber
  38. Sales & Trading interview guide – quantitative topics
  39. Sales & Trading Interview Guide – The understanding Greeks resource
  40. Interest Rate Swap & Currency Swaps (CCS) Value at Risk with Historical Simulation
  41. Calculating Value at Risk for Swaps (Rates & Currency) using Historical Simulation
  42. Jet Fuel Aviation Hedge Case Study – Hedge effectiveness calculation
  43. Understanding Delta Hedging options using Monte Carlo Simulation in Excel
  44. Free risk & treasury online training resource guide – our most popular posts
  45. Treasury Compliance Training for Bank Treasury functions
  46. Treasury Risk Training. Limits. Capital Allocation. Risk.
  47. Option Greeks – Delta, Gamma, Vega, Theta & Rho.
  48. Advance Risk Management Models – Workshop & Training reference page
  49. Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
  50. Sales and Trading Interview Guide: Understanding Greeks – Preface
  51. The Sales and Trading Interview Guide Series – Understanding Greeks and Delta Hedging – Coming soon to an iPad near you…
  52. Financial Risk Management MBA Course – Follow Jawwad Online as he teaches Risk in Dubai.
  53. How to spend 2.5 million US$ – The roof top scene from Margin Call
  54. Liquidity Risk Management Case Study: American International Group (AIG)
  55. Liquidity Risk Management Case Study: Lehman Brothers
  56. Finance Training Course – Course Outline – Treasury Risk Crash Course
  57. A risk applications textbook with a difference: Risk Frameworks, 2nd Edition is here
  58. Treasury Profitability. Foreign Exchange deals and Treasury profitability
  59. Treasury Risk Reference. Ratios, Metrics, Measures, Equations.
  60. Treasury management. Introduction to Treasury Operations
  61. Master Course: Treasury Operations: Introduction to Treasury Operations – yet more treasury terms