Advanced rates, XVA, and structured products
Quantitative finance courses and working tools for people operating close to the front office: SOFR curves, swaptions, callable structures, XVA, securitized cashflows, and market risk capital.
Quant rates lab
The animation uses a Hull-White style short-rate process to show mean-reverting paths, a callable exercise zone, and exposure tails. It is intentionally visual: not a pricing engine, but a fast signal that the course material sits in real quant rates territory.
Course desk
Each course is built around the instruments, controls, and language used by unusually demanding market professionals: curve construction, calibration, optionality, securitization cashflows, market risk capital, and valuation adjustments.
25% OFF
IRD-01
A rates desk curriculum connecting SOFR curve construction, swaps, convexity, caps, floors, swaptions, calibration, and risk sensitivities.
Coupon: IRDERIVS25_AUG_2026
25% OFF
SEC-02
Securitization, prepayments, waterfalls, OAS, and analytics for structured product professionals.
Coupon: MBSABS25_AUG_2026
25% OFF
RISK-03
Market risk capital training covering the standardized approach, internal models, sensitivities, and practical examples.
Coupon: FRTB25_AUG_2026
Hosted learning portal
CVA, DVA, FVA, MVA, and KVA explained as practical pricing and risk adjustments that reshape derivatives portfolios.
Live systems directory
Filter the directory by function or search for a system by name, category, or URL.
Landing page and enrollment path for swaps, curves, and options training.
tglauner.com/mastering_interest_rate_derivatives/
Open
Structured products course page covering cashflows, prepayment, and analytics.
tglauner.com/mastering_mbs_and_abs/
Open
Regulatory market risk training with practical SA and IMA context.
tglauner.com/frtb_fundamentals/
Open
Hosted lecture portal for valuation adjustments in derivatives pricing.
course-xva-essentials.tglauner.com/
Open
Hosted quantitative finance toolkit on the quant subdomain.
quant.tglauner.com/
Open
Pitch and value message generator with a dedicated API and front end.
tglauner.com/ai_value_advisor/
Open
Multi-model chat interface served from the main domain.
tglauner.com/multi_model_talkshow/
Open
Compact market dashboard exposed from the main tglauner.com site.
tglauner.com/dashboard/
Open
No systems match that filter.
Model Context Protocol
The endpoint is available at https://tglauner.com/mcp for compatible MCP clients. Browser requests may receive an accept-header message unless they request the expected transport.
endpoint: https://tglauner.com/mcp
tool: profile
resource: profile.json
repo: github.com/tglauner/mcp.tglauner.comAbout
TG Investments and Research provides financial education and open-source technology tools for retail and professional investors. Founder Tim Glauner brings more than 30 years of capital markets experience across New York, London, and Paris, with a background spanning quantitative finance, regulatory frameworks, and structured products.
The material is written for people who expect precision: senior traders, structurers, model validators, risk managers, quant developers, and unusually strong learners who want the mechanics behind the desk conversation.
Basel III, FRTB, market risk, and banking controls.
Derivatives, structured products, trading floor workflows.
Python, Excel, modeling, analytics, and implementation detail.
Manhasset, New York
TG Investments and Research, LLC. PO Box 802, 155 Stonytown Road, Manhasset, NY 11030.