Online Courses

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

 
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
 
 
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
 
 

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

     

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

     

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    “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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