FRM Part 1 - Book 4 - Valuation and Risk Models (Part 2/2)
About this course
The lectures walk through the last nine chapters of the Valuation and Risk Models textbook, covering pricing conventions, discounting, interest rates, bond yield calculations, duration, convexity, DV01, term‑structure modeling, binomial trees, the Black‑Scholes‑Merton formula, and the Greeks. It’s aimed at anyone preparing for the FRM Part 1 exam who already knows basic finance concepts, so you’ll need familiarity with introductory risk and valuation ideas. The material is presented as video lessons that follow the textbook chapter order, with each concept explained and illustrated through examples. Completing the series gives you a comprehensive review of the core valuation and risk‑modeling topics required for the exam.
63/100
CourseAsk score
- What the provider tells you
- 39/45
- Who stands behind it
- 8/35
- How complete the listing is
- 16/20
Scores how much the provider publishes and who stands behind it — not how well it is taught.
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
Price shown by Udemy — confirm on their site.
Enroll on UdemyYou'll be redirected to Udemy to complete enrollment.
- Listed & compared by CourseAsk
- English · 0
Udemy
edX
![[마이크임팩트 GMC] 결핍 없이 욕망할 수 있는가](https://i.udemycdn.com/course/480x270/4490290_0e54_3.jpg)
Compared on these lists
Where this course ranks against the alternatives.