Tucson Transatlantic Trade, Inc. Holding Group

TTT Central & Southeast Europe Advanced Financial Studies Institute

This is the first of an anticipated number of TTT Advanced Financial Studies Institutes to be established globally in 2006-2008.

The TTT CENTRAL & SOUTHEAST EUROPE ADVANCED FINANCIAL STUDIES INSTITUTE has 2 initial core functions:

1. Analysis and Optimization of the Business Plans and/or Feasibility Studies of Projects submitted by TTT Central & Southeast Europe Industrial Sector Partners and those of QuantumPro clients
   
2. Fee-for-service Training in Advanced Financial Engineering Methods for external Consultants, Engineers and Managers

1. Fair Market value of Stock and Bond Valuation
2. Present and Future Worth EUAS/EUAC Series
3. Advanced NPV, ROR, PVR and IRR, DCFROR
4. MARR, Minimum Attractive Rate of Return Analysis
5. Economic Asset Life Determination of Equipment/etc
6. 6 Major Types of Depreciation Methods, ACRS and Tax Impacts
7. Capital Opportunity Costs
8. Mutually Exclusive vs Non-Mutually Exclusive Project Analysis
9. Modeling of Inflation and Exchange Rate Risks on Discounted Cash Flows
10. Probabilistic Sensitivity Analysis of Risks and ENPV
11. Working Capital Models
12. Project Profits and Dividends Distribution and Reinvestment Models
13. After Sales/Tax Service Analysis Cost/Benefit Models
14. Loan Leveraged Transactions Analysis
15. Econometric Statistics: Sampling Protocols, DOE/SDE, Multivariate Linear and Non-Linear Regression Analysis, z/t/Chi-square/F Hypothesis Testing, X/R Control Charts
16. WINRATS and EVIEW Financial Modeling Software Packages
17. Hedonic Pricing Models and Parameter Stability Tests
18. Time Series ARMA Processes (Auto Regressive, Moving Average)
19. Exponential Smoothing Models
20. Simultaneous Linear/Non Linear Equation Models
21. Lead-Lag Economic Relationships/Unit Root Testing/Volatility Analysis
22. Heteroscedastic Models and GARCH/GJR Models
23. Seasonalities Models/Markov Switching Models
24. Advanced Monte Carlo Simulations
25. Risk Neutral Probability Arbitrage
26. Binomial Securities Arbitrage (Options/Futures/Hedging)
27. Stochastic Discount Factor Functions
28. Black-Scholes Differential Equation and Theta/Gamma/Delta/Vega/Rho Sensitivity Measures
29. Delta Neutral Portfolios of Forward/Futures Contracts
30. Black, Derman and Toy Interest Rate Derivative Models