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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”

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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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