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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