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Video Course list

The next best thing to attending an on-site workshop or seminar. Our video courses are self paced instructor-led courses. They make use of annotated power point presentations, interactive black/ white board interfaces and excel worksheet walkthroughs

Checkout free samples on our YouTube channel.

 Title

 

 Sessions

 

 Price

ALM and Capital Adequacy – Course Outline 
  • Introduction to Asset Liability Management
  • Interest Rate mismatch & ALM
  • ALM reports and extensions
  • Evolution of Capital Adequacy requirements
  • Review of ICAAP (Internal Capital Adequacy Assessment Process) & Basel II (III) – Liquidity risk adjustments
  • Understanding Duration & Convexity
 

$199

Calculating VaR ( Value at Risk) – Course Outline 
  • Theoretical Overview
  • VaR Qualifications
  • Calculating VaR for a single security using VCV and Historical Simulation approaches
  • Extending the VaR model to a portfolio. Calculating portfolio VaR without a VCV matrix
  • Value at risk for Fixed income securities – Rate and Price VaR; Delta and Full Valuation approaches
 

$199

Cross Selling Treasury Products – Course Outline 
  • Cross Selling Treasury Product: 5 Core themes for our discussion
  • Working through numbers – Introducing Value at Risk and PSR
  • The Petrochemical Case Study: Estimating Client Exposure
  • Core Treasury products and TMU customer reactions
  • Derivative Crash Course: Vanilla and Exotics Derivative Contracts – A Quick walk through
 

$199

Option Pricing using Binomial Trees – Course Outline 
  • Theoretical Overview of Derivatives and their Payoffs
  • Option Pricing using the Conventional Binomial Tree Approach
  • Option Pricing using the Efficient Tree Approach
  • Pricing American Options & Exotics using the Efficient Binomial Tree Approach
  • Increasing time steps and improving result accuracy using the Efficient Binomial Trees Approach
 

$199

Option Pricing using Monte Carlo Simulation – Course Outline 
  • Black Scholes, N(d1) and N(d2), Monte Carlo Simulator – Theory and Model Review
  • Monte Carlo Simulator – Basic Model Walkthrough
  • Understanding N(d1) and N(d2) and Option Exercise using Monte Carlo
  • Building a Monte Carlo simulator – Foundations
  • Using data tables to store Monte Carlo simulation results
  • Estimating errors and improving results accuracy
  • Pricing Exotic Option using Monte Carlo
 

$199

Pitching for Startups – Course Outline 
  • Pitching for Entrepreneurs – the Pitching framework: Making it real
  • Pitching Business Plans – The voice of your customer
  • Pitching Business Plans: Business Models
  • Pitching Business Plans: Competition and Competitive Advantage
  • Pitching Business Plans: Integrating the lessons
 

$199

Quant Crash Course – Course Outline 
  • Risk & Context
  • Value at Risk
  • Capital – Learning to work with capital
  • Limits
 

$199

Selling Derivatives Products – Course Outline 
  • Core Treasury products and TMU customer reactions
  • Derivative Crash Course: Vanilla and Exotics Derivative Contracts – A Quick walk through
 

$199

Setting Value at Risk, Stop Loss, Pre Settlement and Counterparty Limits – Course Outline 
  • Setting Limits
 

$199

Stress Testing – Course Outline 
  • Introduction
  • Stress Testing Framework
  • Stress Testing Capital
  • Introduction to Asset Liability Management
  • Interest Rate mismatch & ALM
  • ALM reports and extensions
  • Value at Risk
  • Capital – Learning to work with capital
  • Evolution of Capital Adequacy requirements
  • Review of ICAAP (Internal Capital Adequacy Assessment Process) & Basel II (III) – Liquidity risk adjustments
  • Understanding Duration & Convexity
 

$199

Understanding N(d1) and N(d2) – Course Outline 
  • Black Scholes, N(d1) and N(d2), Monte Carlo Simulator – Theory and Model Review
  • Monte Carlo Simulator – Basic Model Walkthrough
  • Understanding N(d1) and N(d2) and Option Exercise using Monte Carlo
 

$199

Accessibility & Payment options

Online video content, monthly subscription per course: USD199 each.

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