FRM Part 1 - Book 4 - Valuation and Risk Models (Part 2/2)
FRM Course by Prof. James Forjan, PhD
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