Teaching computational finance to ordinary mortals. Time sure flies when you are having fun. It’s been 7 years and change since we first started this project as an experiment. An initial dump of class notes for my students that over time grew into eleven hundred

The post Celebrating 7 years of decoding computational finance. appeared first on Finance Training Course.

Teaching computational finance to ordinary mortals. Time sure flies when you are having fun. It’s been 7 years and change since we first started this project as an experiment. An initial dump of class notes for my students that over time grew into eleven hundred

The post Celebrating 7 years of decoding computational finance. appeared first on Finance Training Course.

The positive correlation stress test When it comes to stress testing market portfolios one idea has been finding increasing traction with risk management teams.  The 100% positive correlation stress test. The concept is simple. We opt for a diversified portfolio because we want to reduce

The post Stress testing correlation – The positive correlation stress test appeared first on Finance Training Course.

The positive correlation stress test When it comes to stress testing market portfolios one idea has been finding increasing traction with risk management teams.  The 100% positive correlation stress test. The concept is simple. We opt for a diversified portfolio because we want to reduce

The post Stress testing correlation – The positive correlation stress test appeared first on Finance Training Course.

Portfolio Management final exam We have now run three batches of portfolio management students at two different executive MBA program. The next batch will most likely be at the SP Jain Dubai campus in early July, 2017. Here is a second sample for portfolio management final

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Synthetic CDO – The Goldman Mike Burry Big Short Trade Before the 2008 financial crisis the incentive for investors to buy mortgage backed securities was simple. For roughly the same implied credit risk as US sovereign risk you had the option to earn excess returns.

The post Understanding Synthetic CDO – The Goldman Mike Burry Big Short Trade. appeared first on Finance Training Course.

Understanding CMO, CDO and CDS The third part of the Big Short Case Study that traces the origin of the mortgaged backed CMO CDO CDS product sets referenced in the book and the film. The terms stand for Collateralize Mortgage Obligation (CMO), Collateralize Debt Obligation (CDO) and

The post Understanding CMO CDO and CDS. Big Short Case Study – Part III appeared first on Finance Training Course.