Course Details

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  • Non Print version – $15.79
  • Print version – $17.79
  • EXCEL Example- $17.79

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Course Title

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Credit Analysis – First Course
Credit Process
Credit Analysis – Financial Institution
Credit Analysis – Financial Institution – EXCEL Example








Course Contents

Peer Group Analysis For the Banking Industry – MCB
1.           Executive Summary
2.           Peer Group and Banking Sector Analysis

Excel Annexure – Peer Group and Banking Sector Analysis
1.           Balance Sheet
2.           Income Statement
3.           Ratios

No. of pages

12

File size

973 KB

Course Details

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  • Non Print version – $4.99
  • Print version – $7.99

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Course Title

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Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
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
Derivatives Terminology Crash Course

Course Contents

1. Review

    i. A second look at derivative contracts
    ii. Standard Template for Evaluating Derivatives

2. Vanilla Products

    i. Options

3. Pricing Basics

    i. Option Price
    ii. European Option Price

4. Greeks and Binomial Trees

    i. American Option Price

5. Options on Shares, Stocks, Currencies And Equities

    i. Stock Options
    ii. Foreign Currency Options
    iii. Index Options
    iv. Futures Options
    v. Warrants
    vi. Employee Stock Options
    vii. Convertibles

6. Options On Rates

    i. Bond Options
    ii. Interest Rate Caps/ Floors/ Collars
    iii. European Swap Options

7. Exotic Options

    i. Bermuda Option
    ii. Quanto Option
    iii. Composite Option
    iv. Digital or Binary or “All or nothing” Options
    v. Barrier Options
    vi. Asian Options
    vii. Average Strike Options
    viii. Look back Options
    ix. Compound Options
    x. Chooser (As you like it) Options
    xi. Exchange Options
    xii. Forward Start Options
    xiii. Basket Options
    xiv. Shout Options

8. Forward Contracts
i. Forward Price
ii. Synthetic Forward Contract
iii. Forward Rate Agreement

9. Futures

    i. Futures Price
    ii. Stock Index Futures
    iii. Futures Contracts on Currencies
    iv. Futures Contracts on Commodities
    v. Interest Rate Futures

10. Swaps

    i. Interest Rate Swap
    ii. Currency Swap
    iii. Variations to Plain Vanilla Swaps

Number of pages

26

File Size

968 KB

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Master Class: Derivative products

This course focuses on an alternative method of implementing a two-dimensional binomial tree compared to the traditional method of building a binomial tree in excel presented in most option pricing text books.   The alternate approach is based on the techniques documented by Professor Mark Broadie at Columbia Business School as part of his coursework in Security Pricing and Computational Finance courses at Columbia University and allows us to extend a simple 3 step tree to a  50 – 100 step option pricing tree in a few minutes.

The course starts with pricing European calls and put options, followed by pricing american options and closes by reviewing option pricing for Knock out and Knock in (Sudden Death). We also review the special case of a down and in option.

Options pricing – Using binomial trees to price options in a spreadsheet

Options Pricing – Pricing Call Options – Option pricing spreadsheet – Binomial trees

Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees

Options Pricing – Pricing Put Options – Option pricing spreadsheet – Binomial trees

Options pricing–Exotics Options–Pricing a Capped Call–Excel implementation – Binomial trees

Options pricing – Pricing Knockout exotic options – Sudden Death Options – Down and out call options

Options Pricing – Binomial Trees – Pricing Sudden death Options – Down and in call options

If you would like to purchase and download the excel examples covered in this course, please checkout our online finance course store for our pdf course download and example excel spreadsheets and templates.

If you are beginner and would like to see more details about Options and Derivatives or Options pricing, please see the following product oriented courses available for free.

Options Crash Course for dummies

Options & Derivatives Products

Advance Options & Derivatives Crash course

Options Pricing reference

Course Details

Price

  • Non Print version – $6.99
  • Print version – $9.99

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Course Title

Buy Print or Non Print Version

Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
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
Derivatives Terminology Crash Course

Course Contents

Derivative Pricing

1.           Relative Pricing, Risk Neutral Probabilities and the Risk Free Rate
2.           Binomial Option Pricing
3.           Spreadsheet Implementation of the Two-Dimensional Binomial Tree

    i.            European Call Option
    ii.           European Put Option
    iii.          American Call Option
    iv.          American Put Option
    v.           Capped Calls with Automatic Exercise
    vi.          Down-and-out call options
    vii.         Down-and-in call options

Number of pages

14

File Size

848 KB

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Options pricing with Binomial trees in Excel spreadsheets

Course Details

Price

  • Non Print version – $29.99
  • Print version – $39.99

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Course Title

Buy Print or Non Print Version

ICAAP Sample Report Template & Executive Summary

Course Contents

Demo Bank Ltd. – Sample ICAAP Credit Report
1.          Methodology

    i.            Overview
    ii.           Approach – Credit Risk Capital Allocation
    iii.          Approach – Market Risk Capital Allocation
    iv.          Approach – Interest Rate Mismatch Capital Allocation
    v.           Approach – Liquidity Risk Capital Allocation
    vi.          Approach – Concentration Risk Capital Allocation
    vii.         Approach – Operational Risk Capital Allocation
    viii.        Approach – Reputational and Legal Risk Capital Allocation
    ix.          Approach – Strategic Risk Capital Allocation
    x.           Approach – Other Risk Factors

2.          Risk Aggregation

    i.            Credit Risk
    ii.           Market Risk
    iii.          Operational Risk
    iv.          Liquidity Risk
    v.           Interest Rate Mismatch Risk
    vi.          Concentration Risk
    vii.         Aggregation

3.          Credit Portfolio Review

    i.            Portfolio Composition
    ii.           Customer Base
    iii.          Maturity
    iv.          Concentration

4.          Internal Capital Adequacy

    i.            Summary of Results
    ii.           Credit Risk Capital Adequacy – Baseline Capital
    Iii.          Credit Risk Capital Adequacy – Internal Ratings and Rating Transitions
    iv.          Putting It Together – Rating Transitions and Profitability Analysis
    v.           Worst Case Provisioning
    vi.          Infection Ratios
    vii.         Using DPD Analysis for Projections
    viii.        Additional Supporting Capital Required
    ix.          Best Case Provisions
    x.           Transition Matrices by Industry and Amount
    xi.          Rating Grade Transitions

5.          ICAAP Assumptions

    i.            Model Parameter Assumptions

6.          Data Sources
Table of Figures 

Number of pages

33

File Size

1.64 MB

Course Title Buy Print or Non Print Version
Calibration of CIR Model Example
Duration Convexity Example
Monte Carlo Simulation –  Commodity – Example
Monte Carlo Simulation – Currency – Example
Monte Carlo Simulation – Equity – Example
Pricing Options – Black Scholes Example
Pricing Options – Binomial Tree Example – Traditional Approach
Portfolio Risk Metrics








Course Details

Price

  • Non Print version – $3.49
  • Print version – $5.49

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Course Title

Buy Print or Non Print Version

Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
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
Derivatives Terminology Crash Course

Course Contents

1. Introduction

    i. What are the different types of derivative instruments?
    ii. Forward Contracts
    iii. Future Contracts
    iv. Options

2. Payoff Profiles

    i. The Payoff profile for a forward contract
    ii. Payoff profiles for Calls and Puts

3. Building Blocks and Synthetic Configurations

    i. Comparing a Call with a Forward contract
    ii. Comparing a Call and a Put with a Forward contract
    iii. Combining a long call with a short put to create a long forward

Number of pages

14

File Size

569 KB

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Master Class: Options and derivatives crash course: Session One: Terminology

Master Class: Options and Derivatives Crash Course: Session Two: Forward, Futures and Options

Master Class: Options and Derivatives Crash Course: Session Three: Payoff profiles – Forwards

Master Class: Options and Derivatives Crash Course: Session Four: Payoff profiles – Options, Calls and Puts

Master Class: Options and Derivatives Crash Course: Session Five: Synthetics

Course Details

Price

  • Non Print version – $6.99
  • Print version – $9.99
  • EXCEL Example – $9.79

Buy Now

Course Title

Buy Print or Non Print Version

Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
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
Derivatives Terminology Crash Course

Course Contents

1. Pre-requisites
2. Caps and Floors

    a. Cap
    b. Floor
    c. Cap-Floor Parity

3. Accrual Swaps

    a. Method 1
    b. Method 2
    c. A second look at Method 1
    d. A second look at Method 2

4. Range Accrual Note
5. Commodity Linked Note

Number of pages

12

File Size

826 KB

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Interest Rate Options – Pricing Caps & Floors

Course Details

Price

  • Non Print version – $6.99
  • Print version – $9.99
  • EXCEL Example – $9.79

Buy Now

Course Title

Buy Print or Non Print Version

Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
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
Derivatives Terminology Crash Course

Course Contents

Pricing and Valuation

1. Pricing Interest Rate Swaps (IRS)

    a.           Pre-requisites
    b.           Pricing Coupon Swaps or Fixed for Floating Swaps
    c.           Pricing Basis Swaps or Floating for Floating Swaps

2. Pricing Cross Currency Swaps

    a.           Fixed for Fixed Currency Swap
    b.           Floating for Floating Currency Swap
    c.           Amortizing Floating for Floating Currency Swap

Number of pages

13

File Size

750 KB

Read this course online

Pricing Interest Rate Swaps – The valuation and MTM course