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”
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What you'll learn
- Explain pricing conventions, discounting methods, and arbitrage principles
- Calculate interest rates, bond yields, and total returns
- Apply duration, convexity, and DV01 to fixed‑income instruments
- Model non‑parallel term‑structure shifts and use binomial trees for pricing
- Derive and use the Black‑Scholes‑Merton model for option valuation
- Interpret option sensitivity measures (the Greeks)
Course objectives
- Summarize the key concepts from chapters 9‑16 of the Valuation and Risk Models book
- Provide worked examples that mirror FRM Part 1 exam questions
- Enable students to compute and interpret fixed‑income and option metrics
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