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

FRM Course by Prof. James Forjan, PhD

Ratings: 4.11 / 5.00




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 Arbitrage

10. Interest Rates

11. Bond Yields and Return Calculations

12. Applying Duration, Convexity, and DV01

13. Modeling and Hedging Non-Parallel Term Structure Shifts

14. Binomial Trees

15. The Black-Scholes-Merton Model

16. Option Sensitivity Measures: The “Greeks”

What You Will Learn!

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

Who Should Attend!

  • FRM part 1 candidates