Finance Expérimentale et Pratique
Practical and Experimental Finance
FINANCIAL COURSES AND EXCEL TOOLS FOR SELF STUDY
ARTICLES - FRENCH:
Matrix Calculs Financiers - with Excel - 4 pages
Matrix Example: Regression et Analyse en Composante Principale - Avec Excel - 6 pages
Matrix Example: Factorial and Discriminant Analysis - Correspondance and Discriminant Analysis - on demand
Théorie de l'arbitrage - Arbitrage Theory - Neutral Risk Probability - 6 pages
Théorie de l'arbitrage - Arbitrage Theory - Binomial Model - 5 pages
Théorie de l'arbitrage - Arbitrage Theory - Barrier Options - 6 pages - on demand
Théorie de l'arbitrage - Arbitrage Theory - 2 assets Options - on demand
Calcul de Performance Investisseurs et Gérants - Français - 4 pages
Product Control - Loan and Deposit Portfolio - 5 pages
Product Control - Interest Rate Portfolio - on demand
Product Control - FX Portfolio - on demand
Product Control - Simulations and stochastic calculus - on demand
Risk Control - VAR and ES (Expected Shortfall) - 6 pages
Risk Control - MonteCarlo Method and PCA - 4 pages - son demand
Risk Control - Case Study on Risk - 6 pages - on demand
Théorie du Portefeuille / Portfolio Theory - Matrix based method - 5 pages - on demand
Théorie du Portefeuille / Portfolio Theory - Case Study - 5 pages - on demand
Théorie du Portefeuille / Portfolio Theory - CAPM Theory - on demand
Project Finance - Project Modelling - on demand
Finance - Interest Rate Curve, interpolation,ZC - on demand
Finance - Bond Calculus - on demand
Assurance / Insurance - Life Insurance - on demand
Assurance / Insurance - Non Life insurance, chain ladder - on demand
Gestion Actif Passif / ALM - ALM Basics - 5 pages
ARTICLES - ENGLISH:
Financial Performance Investors and Managers - English - 4 pages
Risk Control - VAR and ES (Expected Shortfall) - 6 pages
Asset Liability Management - ALM Basics - 5 pages
EXCEL TOOLS:
Financial Calculus:
Present/Future Value,
Date, Zero Coupon, Calendars.
Statistical Analysis (Big Data):
Simple and Multilinear Regression,
Principal Component Analysis.
Factorial and Discriminant analysis.
ValueAtRisk:
VAR Parametric,
VAR Historic,
VAR Quasi Monte Carlo,
VAR PCA.
Matrix Calculus for Finance:
Cholesky Matrix,
Eigenvalues and Eigenvectors,
Correlation and Covariance Matrices.