This course provides an in-depth introduction to credit risk.

Training's wide variety of courses build cumulatively: start from the fundamentals to build your base of knowledge and advance up to the complex topics.

We treat each client separately, designing a curriculum that fits each specific group's needs.

Statistical foundations: learn how to implement Monte Carlo simulation using Excel/VBA.

Learn techniques for improving the speed of convergence, including importance sampling and low-discrepancy sequences. Learn the fundamental principles of linear regression analysis, as well as Poisson regression.

Understand the maximum likelihood and method of moments approaches to statistical estimation.

This course provides an overview of Value at Risk (Va R) modeling for a wide array of financial assets, including stocks, bonds, forward contracts, futures contracts, swaps and options.

Understand how to use Excel's add-in tools to implement advanced statistical techniques, such as regression analysis.

Learn how to use Solver, Excel's built-in optimization package.

First, appreciate and understand the historical perspective and context of the distressed market.