Alternative Exit Routes in Private Equ ...
An investment exit option is a fundamental consideration for most investors in private... Read More
Reading 33: Pricing and Valuation of Forward Commitments
-a. Describe the carry arbitrage model without underlying cashflows and with underlying cashflows;
-f. Describe how currency swaps are priced, and calculate and interpret their no- arbitrage value;
-g. Describe how equity swaps are priced, and calculate and interpret their no- arbitrage value.
Reading 34: Valuation of Contingent Claims
-a. Describe and interpret the binomial option valuation model and its component terms;
-c. Identify an arbitrage opportunity involving options and describe the related arbitrage;
-d. Calculate and interpret the value of an interest rate option using a two-period binomial model;
-f. Identify assumptions of the Black–Scholes–Merton option valuation model;
-i. Describe how the Black model is used to value European options on futures;
-k. Interpret each of the option Greeks;
-l. Describe how a delta hedge is executed;
-m. Describe the role of gamma risk in options trading;
-n. Define implied volatility and explain how it is used in options trading.
Offered by AnalystPrep
Daniel Glyn
2021-03-24
I have finished my FRM1 thanks to AnalystPrep. And now using AnalystPrep for my FRM2 preparation. Professor Forjan is brilliant. He gives such good explanations and analogies. And more than anything makes learning fun. A big thank you to Analystprep and Professor Forjan. 5 stars all the way!
michael walshe
2021-03-18
Professor James' videos are excellent for understanding the underlying theories behind financial engineering / financial analysis. The AnalystPrep videos were better than any of the others that I searched through on YouTube for providing a clear explanation of some concepts, such as Portfolio theory, CAPM, and Arbitrage Pricing theory. Watching these cleared up many of the unclarities I had in my head. Highly recommended.
Nyka Smith
2021-02-18
Every concept is very well explained by Nilay Arun. kudos to you man!
Badr Moubile
2021-02-13
Very helpfull!
Agustin Olcese
2021-01-27
Excellent explantions, very clear!
Jaak Jay
2021-01-14
Awesome content, kudos to Prof.James Frojan
sindhushree reddy
2021-01-07
Crisp and short ppt of Frm chapters and great explanation with examples.