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

Udemy MOOC / Non-credit USD 24.99
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FRM Part 1 - Book 4 - Valuation and Risk Models (Part 2/2)

About this course

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”

What you'll learn

  • pricing conventions
  • discounting and arbitrage
  • bond yields and return calculations
  • duration, convexity, and DV01
  • modeling and hedging non-parallel term structure shifts
  • binomial trees
  • Black-Scholes-Merton model
  • option sensitivity measures

Skills you'll gain

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