First Friday
Intro to Corporate Risk Management – PowerPoint
Exchange Rate Basics
Forward Exchange Rates
Futures Quotes
Using VaR with Exchange Rate Risk
VAR Example – Excel
 

First Saturday
Using Crystal Ball for NPV and IRR
Crystal Ball NPV and IRR Analysis – Excel
Options Basics
Put-Call Parity
Binomial Option Pricing Model
Black-Scholes Option Pricing Model
Pricing a call and put with Black-Scholes – Excel
Corporate VaR – PowerPoint
Benchmark Case Table I – Excel

Second Friday
Futures Mechanics – PowerPoint
In-Class Exercise – Corn Futures
 

Second Saturday
Treasury Bond Futures – PowerPoint
Conversion Factors (April 2019) – Excel
Hedging with T-bond Futures Example – PowerPoint
Currency Futures and Options with AIFS – PowerPoint
AIFS Case Template – Excel

Third Friday
Interest Rate Swaps – PowerPoint
Deriving Interest Rate Swap Rates
Interest Rate Swap Example – Excel
Interest Rate Caps, Floors, and Collars
SELF Case – PowerPoint

Third Saturday
Currency Swaps – PowerPoint
Disney Case – PowerPoint
Disney Case Calculations – Excel

Fourth Friday
Credit Default Swaps – PowerPoint
First-American-Bank-Case-Part-1 – PowerPoint
Duration, Modified Duration and Convexity
Duration and Modified Duration Examples – Excel
Hedging Interest Rate Risk for a Portfolio
First-American-Bank-Case-Part-2-Revised 5-20-19 PowerPoint
Solution to FAB CDS Price for Fair Swap

Fourth Saturday
Equity Swaps
Enron Weather Derivatives
Honeywell Integrated Risk Mgmt – PowerPoint