Seven rigorous programmes in corporate finance, derivatives, risk management, fixed income, and quantitative analytics. All delivered in Excel, all priced at ₹10,000, all taught by Prof. V. Ravichandran — 28+ years at HSBC Global Banking & Markets.
Enroll Now — ₹10,000 View All CoursesSeven practitioner-designed programmes in corporate finance, derivatives, risk management, fixed income, and quantitative analytics. All courses delivered primarily in Excel, with optional Python extensions, and include Excel workbooks, recorded sessions, and study materials. Taught by Prof. V. Ravichandran — 28+ years at HSBC Global Banking & Markets and Synechron. All programmes priced at ₹10,000 all-inclusive.
A comprehensive, hands-on programme covering financial modelling entirely in Microsoft Excel — from Excel proficiency and financial mathematics through to DCF valuation, capital budgeting, and a full capstone model. No Python required. Every concept is built live in Excel with workbooks shared after each session. Starting Sunday, 2 August 2026 — every Sunday, 10:00 AM – 12:00 PM IST, via Google Meet.
| Week | Module | Topics Covered |
|---|---|---|
| Week 1 | Excel Proficiency — Part 1 | Financial functions (PMT, NPV, IRR, RATE), Pivot Tables, Conditional Formatting |
| Week 2 | Excel Proficiency — Part 2 | INDEX-MATCH, XLOOKUP, Data Validation, Charts, Dashboards, Goal Seek |
| Week 3 | Financial Mathematics & TVM | Interest Rates, PV/FV, Annuities, Perpetuities, Loan Amortisation |
| Week 4 | Asset Valuation | Stock Valuation (DDM, Gordon Growth), Bond Pricing, YTM, Retirement Planning |
| Week 5 | 3-Statement Financial Model | Income Statement, Balance Sheet, Cash Flow — full 3-statement linkage & audit |
| Week 6 | Working Capital & FSA | Cash Conversion Cycle, Working Capital ratios, Financial Statement Analysis |
| Week 7 | Cost of Capital | CAPM, Beta estimation, Cost of Debt, WACC calculation |
| Week 8 | Capital Budgeting | NPV, IRR, MIRR, Payback Period, Project evaluation & ranking |
| Week 9 | Capital Structure Analysis | Leverage & debt capacity, Modigliani-Miller theorem, optimal capital structure |
| Week 10 | DCF Valuation | FCFF, FCFE, Discount Factors, Terminal Value (Gordon & Exit Multiple) |
| Week 11 | Scenario & Sensitivity Analysis | Data Tables, Scenario Manager, Sensitivity Analysis, Monte Carlo introduction |
| Week 12 | Valuation & Capstone | Comparable Company Analysis, Football Field Chart, Live Indian Company Model (NSE/BSE) |
28+ years of corporate finance and banking experience (HSBC Global Banking & Markets, Synechron) and 12+ years in academia. Expertise spans VaR, stress testing, Basel II/III, PD/LGD/EAD frameworks, FRTB, GARCH/EWMA/ARIMA, Monte Carlo simulation, ICAAP, derivatives pricing, fixed income, and portfolio optimisation.