- 1. Tables and Simulations
- 2. Dates, calendars and scheduling
- 3. Web interfaces and data collection
- 4. Circularity and Cross Tab Table
- 5. Matrix calculations
- 6. Statistical and Financial Excel functions
- 7. Eigenvalues and Eigenvectors
- 8. Random Number generation
- 9. Loans and Leasing
- 10. Zero-coupon and forward rates
- 11. Bond Calculus
- 12. Theory of arbitrage - risk neutral probability
- 13. Counterparty risk indicators
- 14. Volatility and Garch model
- 15. Life Insurance - Premiums in case of non death
- 16. Life Insurance - Premiums in case of death
- 17. Non Life Insurance - Chain Ladder
- 1. FX Market : spot and forward
- 2. FX: option
- 3. Swaps valuation
- 4. Option valuation – BSM model
- 5. Option valuation – Binomial model
- 6. Digital options
- 7. Digital barrier options
- 8. Look back and Asian options
- 9. Options with 2 underlying Assets
- 10. Credit Default Swaps
- 11. Convertible options
- 1. Value At Risk and Expected Shortfall - historic method
- 2. Value At Risk and Expected Shortfall – parametric method
- 3. VAR Analysis
- 4. Monte Carlo VAR and Quasi Monte Carlo
- 5. Principal Component Analysis - PCA VAR
- 6. Counterparty risk and Credit risk
- 7. Operational risk
- 1. Portfolio management – Markovitz model
- 2. Portfolio management – Advanced Markovitz model
- 3. Zero weighted portfolio : self financing portfolio
- 4. CAPM and BETA
- 5. Portfolio management – Black Litterman model
- 6. Loan Profit and Loss
- 7. FX Profit and Loss
- 8. Performance on Asset portfolio
- 9. Performance Attribution - Brinson Method
- 1. Tools for modelling with Excel
- 2. Modelling with Excel - cash flow simulations
- 3. Modelling with Excel - accounting simulations
- 4. Modelling with Excel – ratios and returns
- 5. Modelling with Excel – scenario simulations
- 1. Simple and multiple regression
- 2. General Analysis and CPA
- 3. Linear Discriminant Analysis and classification
- 4. Correspondance and Multiple Correspondance Analysis