FRM Part 1 - Book 4 - Valuation and Risk Models

Explore comprehensive video lessons covering essential valuation and risk modeling concepts for FRM Part 1 Book 4 preparation. Dive deep into measures of financial risk, learning how to calculate and apply Value at Risk (VaR) with practical examples and real-world applications. Master credit risk measurement techniques and understand the fundamental principles of interest rate modeling. Develop proficiency in applying duration, convexity, and DV01 calculations for fixed income securities analysis. Study the Black-Scholes-Merton model for options pricing and gain expertise in binomial tree construction and application. Learn multi-factor metrics and hedging strategies through detailed explanations and relevant practice questions designed to reinforce understanding of each concept. Access structured content that systematically covers each chapter with Professor James Forjan providing in-depth analysis and practical examples to strengthen your grasp of complex financial risk management principles.