Frm Part 1 - Book 4 - Valuation And Risk Models (Part 2/2)

FRM Course by Prof. James Forjan, PhD

What you'll learn
FRM Part 1 - Book 4 - Valuation and Risk Models (Part 2/2)
Requirements
No requirement
Description
In this course, Prof. James Forgan, PhD summarizes the last 9 chapters from the Valuation and Risk Models book so you can learn or review all of the important concepts for your FRM part 1 exam. James Forjan has taught college-level business classes for over 25 years. This course includes the following chapters:9. Pricing Conventions, Discounting, and Arbitrage10. Interest Rates11. Bond Yields and Return Calculations12. Applying Duration, Convexity, and DV0113. Modeling and Hedging Non-Parallel Term Structure Shifts14. Binomial Trees15. The Black-Scholes-Merton Model16. Option Sensitivity Measures: The “Greeks”

Overview

Section 1: FRM Part 1 - Book 4 - Valuation and Risk Models (Part 1/2)

Lecture 1 Pricing Conventions, Discounting, and Arbitrage

Lecture 2 Interest Rates

Lecture 3 Bond Yields and Return Calculations

Lecture 4 Applying Duration, Convexity, and DV01

Lecture 5 Modeling and Hedging Non-Parallel Term Structure Shifts

Lecture 6 Binomial Trees

Lecture 7 The Black-Scholes-Merton Model

Lecture 8 Option Sensitivity Measures: The “Greeks”

FRM part 1 candidates