Corporate Training

FourQuants Learning Network is a subscription based online learning tool with topic-specific roadmaps covering Treasury, Risk, Corporate Governance and Compliance space.

The Learning Network evolved over the last 9 years through our learning practice based on feedback from customers in Treasury, Risk, Financial Institution, Corporate, Investment and Private banking teams. Most customers use it as a training platform for cross selling opportunities by bringing together customers, product ideas, treasury infrastructure and sales team.

Designed for clients with immediate learning needs where on-site live training is not an option on account of travel restrictions, budgets and scheduling conflicts.

Features

Training content covering risk, pricing, market trends, trade ideas/execution, compliance, banking regulation, corporate finance, derivative products, treasury operations and asset liability management.
Based on over a decade of risk, asset management and treasury product consulting experience in the Middle East, North America, Europe and South Asia.
Addresses different levels of expertise through foundation courses for beginners to more advanced technical courses for quant professionals.

FourQuants Learning Network is a browser-based hosted facility providing affordable and convenient delivery of topic-specific content. The site is managed, updated and upgraded by our team, freeing you up from the headache of supporting a live actively used resource portal.

Catalogues the full range of our 40+ and growing inventory list of active courses, from basic topics such as an introductory course in corporate finance to more advanced level courses such as derivative pricing and interest rate modelling.

Custom role-specific recommendations and resources pertaining to our product-, risk- and pricing- related courses for various roles such as Treasury Professionals, Relationship or Account Managers, Senior Executives and Risk Managers.

Suggests customized topic-specific learning roadmaps, written by subject matter experts, that provide necessary course learning focus and direction which aid in the process of understanding and mastering difficult or complex financial concepts. Roadmaps include html material, video courses, downloadable pdf notes and excel examples/ templates.

Contains video courses that walk through the subject on an one-on-one personalized basis. These cover an introduction to the subject, clarifying concepts, terminology and notation, discussions on more advanced topics within the subject and sessions that demonstrate the entire process of building custom excel spread sheets for various calculations and pricing/ valuation models.

Content

You will get following video courses and topic guides at one flat price.

Online Course List

Item		Sessions
Asset Liability Management – Course Outline		Section 1 – Definitions and Terminology Section 2 – ALM Risk Measurement Tools Section 3 – ALM Risk Examples and Applications Section 4 – Other Liquidity Risk Measurement Tools Section 5 – Liquidity Management

Calculating Value at Risk – Course Outline		Section 1 – Introduction Section 2 – VaR methods Section 3 – Methodology Section 4 – Caveats, Qualifications, Limitations and Issues Section 5 – Comparing Value at Risk Models Section 6 – Applications

Derivative Pricing – Basic – Course Outline		Section 1 – Terminology Section 2 – Products Section 3 – Option pricing using Monte Carlo Simulation

Derivative Pricing – Advanced – Course Outline		Section 1 – Binomial Trees – Efficient Approach Section 2 – Convergence and Variance reduction techniques for option pricing models Section 3 – Pricing Exotic Options using Monte Carlo Simulation Section 4 – How to determine Spot Rates and Forward Rates & Yield to Maturity Section 5 – Advanced Fixed Income Securities Section 6 – Other Advanced Products

Monte Carlo Simulation – Course Outline		Section 1 – Building Simulators in EXCEL Section 2 – Monte Carlo Simulation using Historical Returns Section 3 – Option Pricing using Monte Carlo Simulation Section 4 – Convergence and Variance Reduction Techniques for Option Pricing Models Section 5 – Further Applications

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

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

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

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

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

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

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

Understanding N(d1) and N(d2) – Course Outline		Section 1 – Black Scholes, N(d1) and N(d2), Monte Carlo Simulator – Theory and Model Review Section 2 – Monte Carlo Simulator – Basic Model Walkthrough Section 3 – Understanding N(d1) and N(d2) and Option Exercise using Monte Carlo

Topic Guides

Item		Content
Asset Liability Management (ALM) Crash Course		PDF notes ALM Crash Course Value at Risk with Liquidity Premium EXCEL Worksheets ALM Crash Course – Excel Examples [includes Cost of Close Liquidity Gaps, Cost of Close Interest Rate Risk, Earnings at Risk, Market Value of Equity] Duration Convexity Example Value at Risk with Liquidity Premium – EXCEL EXample

Black-Derman-Toy (BDT) Interest Rate Model		PDF notes How to construct a Black Derman Toy Model in EXCEL How to utilize results of a Black Derman Toy Model EXCEL Worksheets Black-Derman-Toy Model Construction – EXCEL Example How to utilize results of a Black Derman Toy Model – EXCEL Example

Basel & ICAAP		PDF notes ICAAP – Overview & Core Concepts ICAAP Sample Report Template & Executive Summary Basel III – Liquidity Framework

Calculating Value at Risk (VaR)		PDF notes Calculating VaR – Includes case study Value at Risk with Liquidity Premium EXCEL Worksheets Calculating VaR – EXCEL Example Portfolio VaR – EXCEL Example Value at Risk with Liquidity Premium – EXCEL Example

Credit Analysis & Credit Process		PDF notes Credit Analysis – First Course Credit Analysis – Financial Institution Credit Process EXCEL Worksheets Credit Analysis – Financial Institution – EXCEL Example

Derivatives Pricing		PDF notes Derivative Pricing – Binomial Trees – Efficient Approach EXCEL Worksheets Valuing Options – Black Scholes Example Valuing Options – Binomial Tree Example – Traditional Approach Derivative Pricing – Binomial Trees – EXCEL Example Pricing Ladder Options using Monte Carlo Simulation

Derivative Products		PDF notes Derivatives Terminology Crash Course Derivative Products

Forward Prices and Forward Rates – Calculation reference & detailed examples		PDF notes Calculating Forward Price and Forward Rates in EXCEL EXCEL Worksheets Calculating Forward Prices, Rates, YTM & FRA Values

Heath Jarrow Merton (HJM) Interest Rate Model		EXCEL Worksheets Pricing IRS – Module I – Term Structures EXCEL Example Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model Principal Component Analysis – PCA – US Treasury Yield Rates

Interest Rate Simulation Crash Course		PDF notes Interest Rate Simulation Crash Course EXCEL Worksheets Pricing IRS – Module I – Term Structures EXCEL Example Calibration of CIR Model Example Black-Derman-Toy Model Construction – EXCEL Example How to utilize results of a Black Derman Toy Model – EXCEL Example Heath Jarrow Merton – HJM 3 – Factor Interest Rate Model Principal Component Analysis – PCA – US Treasury Yield Rates

Monte Carlo Simulation		EXCEL Worksheets Monte Carlo Simulation – Commodity – Example Monte Carlo Simulation – Currency – Example Monte Carlo Simulation – Equity – Example

Monte Carlo Simulation with Option Pricing		PDF notes Derivative Pricing Monte Carlo Simulation – Models and Applications Monte Carlo Simulation – Equity – Example EXCEL Worksheets Supporting file for the alternate binomial tree methodology Option pricing using the Traditional Binomial Tree approach Option pricing using the Black-Scholes option pricing formula An example of how the Ladder call option may be priced using Monte Carlo Simulation in EXCEL Derivative Pricing using Monte Carlo Simulation (calculates the option prices for a number of vanilla and exotic options including Asian, Barrier, Lookback & Chooser Options)

Pricing Interest Rate Swaps and Interest Rate Options		PDF notes Pricing IRS – Module I – Term Structures Pricing IRS – Module II – IRS and CCS Pricing Interest Rate Options – Module III EXCEL Worksheets Pricing IRS – Module I – Term Structures EXCEL Example Pricing IRS – Module II – IRS and CCS EXCEL Example Pricing Interest Rate Options – Module III EXCEL Example

Setting Counterparty Limits		PDF notes Setting Counterparty Limits Sample Counterparty Limit Proposal EXCEL Worksheets Setting Limits – EXCEL Example

Treasury Crash Course		PDF notes Treasury Crash Course Value at Risk with Liquidity Premium EXCEL Worksheets ALM Crash Course – Excel Examples [includes Cost of Close Liquidity Gaps, Cost of Close Interest Rate Risk, Earnings at Risk, Market Value of Equity] Duration Convexity Example Calculating VaR – EXCEL Example Value at Risk with Liquidity Premium – EXCEL Example

Random Testimonial

~ Student Testimonials
"Concise, to the point. Very informative and very practical.”

“I loved the course!! Very interesting. Good lectures.”

“Excellent, very informative and inspiring.”

“In total awe of the way he taught…”

“Well versed with the subject and able to transmit the subject properly.”

“Excellent. If the time could be extended this would be an even better learning experience.”

Excellent teaching skills. The instructor made every effort to explain most complicated finance concepts in simplest possible ways."
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