Online Finance Courses http://finance-courses.riskreviews.net From Beta to Structured Products Tue, 28 Sep 2010 11:47:20 +0000 en hourly 1 http://wordpress.org/?v=3.0.1 Credit Analysis – Financial Institution http://finance-courses.riskreviews.net/2010/09/28/credit-analysis-financial-institution/ http://finance-courses.riskreviews.net/2010/09/28/credit-analysis-financial-institution/#comments Tue, 28 Sep 2010 11:47:20 +0000 Administrator http://riskreviews.net/onlinemba/?p=613 Course Details

Price

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

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Course Title

Buy Print or Non Print Version
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

]]> http://finance-courses.riskreviews.net/2010/09/28/credit-analysis-financial-institution/feed/ 2 Derivative Products http://finance-courses.riskreviews.net/2010/09/25/derivative-products/ http://finance-courses.riskreviews.net/2010/09/25/derivative-products/#comments Sat, 25 Sep 2010 05:44:51 +0000 Administrator http://riskreviews.net/onlinemba/?p=510 Course Details

Price

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  • Print version – $7.99

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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

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

]]> http://finance-courses.riskreviews.net/2010/09/25/derivative-products/feed/ 7 Derivative Pricing using Binomial Trees http://finance-courses.riskreviews.net/2010/09/24/derivative-pricing-using-binomial-trees/ http://finance-courses.riskreviews.net/2010/09/24/derivative-pricing-using-binomial-trees/#comments Fri, 24 Sep 2010 12:32:09 +0000 Administrator http://riskreviews.net/onlinemba/?p=491 Course Details

Price

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  • 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

]]> http://finance-courses.riskreviews.net/2010/09/24/derivative-pricing-using-binomial-trees/feed/ 10 Internal Capital Adequacy Assessment – Course List http://finance-courses.riskreviews.net/2010/09/24/internal-capital-adequacy-assessment-course-list/ http://finance-courses.riskreviews.net/2010/09/24/internal-capital-adequacy-assessment-course-list/#comments Fri, 24 Sep 2010 10:23:01 +0000 Administrator http://riskreviews.net/onlinemba/?p=467 Course Title

Buy Print or Non Print Version

ICAAP Sample Report Template & Executive Summary
]]> http://finance-courses.riskreviews.net/2010/09/24/internal-capital-adequacy-assessment-course-list/feed/ 0 ICAAP – Sample Report Template & Executive Summary http://finance-courses.riskreviews.net/2010/09/24/icaap-sample-report-template-and-executive-summary/ http://finance-courses.riskreviews.net/2010/09/24/icaap-sample-report-template-and-executive-summary/#comments Fri, 24 Sep 2010 06:45:30 +0000 Administrator http://riskreviews.net/onlinemba/?p=449 Course Details

Price

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  • Print version – $39.99

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Course Title

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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

]]> http://finance-courses.riskreviews.net/2010/09/24/icaap-sample-report-template-and-executive-summary/feed/ 2 Computational Finance – EXCEL Examples http://finance-courses.riskreviews.net/2010/09/23/computational-finance-excel-examples/ http://finance-courses.riskreviews.net/2010/09/23/computational-finance-excel-examples/#comments Thu, 23 Sep 2010 06:14:35 +0000 Administrator http://riskreviews.net/onlinemba/?p=437 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
]]> http://finance-courses.riskreviews.net/2010/09/23/computational-finance-excel-examples/feed/ 0 Terminology – Crash Course http://finance-courses.riskreviews.net/2010/09/22/terminology-crash-course/ http://finance-courses.riskreviews.net/2010/09/22/terminology-crash-course/#comments Wed, 22 Sep 2010 11:07:55 +0000 Administrator http://riskreviews.net/onlinemba/?p=418 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

]]> http://finance-courses.riskreviews.net/2010/09/22/terminology-crash-course/feed/ 3 Pricing Interest Rate Options – Module III http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-options-module-iii/ http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-options-module-iii/#comments Wed, 22 Sep 2010 11:00:35 +0000 Administrator http://riskreviews.net/onlinemba/?p=415 Course Details

Price

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

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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. 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

]]> http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-options-module-iii/feed/ 2 Pricing Interest Rate Swaps – Module II – IRS & CCS http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-swaps-module-ii-irs-ccs/ http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-swaps-module-ii-irs-ccs/#comments Wed, 22 Sep 2010 10:14:28 +0000 Administrator http://riskreviews.net/onlinemba/?p=408 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

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Pricing Interest Rate Swaps – The valuation and MTM course

]]> http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-swaps-module-ii-irs-ccs/feed/ 2 Pricing Interest Rate Swaps – Module I – Term Structures http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-swaps-module-i-term-structures/ http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-swaps-module-i-term-structures/#comments Wed, 22 Sep 2010 09:33:30 +0000 Administrator http://riskreviews.net/onlinemba/?p=400 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

Basics

1.           Definitions

    a.      Cash flows

    b.     Discounting Cash flows

    c.      Spot Rates

    d.     Forward Rates

    e.     Short rates

    f.      Yield to Maturity

    g.      Term structure of interest rates

2.           Forward Rate Agreements

3.           Forward Contracts

4.           Swaps

    a.      Interest Rate Swap

    b.     Currency Swap

    c.      Other Swaps

3.           Pricing Interest Rate Swaps – Process Defined

Modelling the Term Structure, Zero Curve and Forward Curve

1.           Defining the Par Term Structure

2.           Deriving the Zero Curve

3.           Deriving the Forward Curve

Number of pages

18

File Size

1.16 MB

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Pricing Interest Rate Swaps – The valuation and MTM course

]]> http://finance-courses.riskreviews.net/2010/09/22/pricing-interest-rate-swaps-module-i-term-structures/feed/ 4