1. How to calculate the value of a forward contract in EXCEL

   Calculate the value of forward contracts with no income, known cash income & known dividend yield respectively, for continuous and discrete risk-free rate compounding.

2. How to price Interest Rate Swaps – LIBOR discounting vs OIS discounting

   The difference between using LIBOR vs OIS to MTM interest rate swaps in OIS swap pricing models.

3. How to calculate Spot Rates, Forward Rates & YTM in EXCEL

   A calculation reference to determine Spot Rates & Forward Rates and YTM using both Trial & error method and EXCEL’s Goal Seek functionality.

4. How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates in EXCEL

   Presents formulas for determining values of FRAs & Forward FX contracts with interest rates compounded on continuous & discrete basis.

5. **Bootstrapping the Zero Curve & Forward Rates**

A walk-through of the process of building a zero curve bootstrapping model in EXCEL.

6. **How to Build a Black Derman Toy Model in EXCEL**

A step-by-step methodology for building a one-factor Black Derman Toy model in EXCEL.

7. **How to estimate the parameters of a CIR interest rate model and calibrate them to observable market interest rates?**

A practical example of how CIR parameters may be calibrated and on how these resulting parameters may be used to simulate short-term interest rates and model longer-term rates.

8. **How to calculate Duration and Convexity for specific US Treasuries** A walk-through of how to calculate Macaulay, Modified and Effective Duration as well as Convexity for the selected Treasury issues.