Fixed Income: Key rate shift technique (FRM T4-43)
21:26
Value (VaR) Mapping a fixed-income portfolio (FRM T5-05)
27:20
Convexity and risk premium impacts on shape of term structure (FRM T5-08)
15:21
Why par yields are the best interest rate measure
19:46
Dynamic option delta hedge (FRM T4-14)
21:49
Lognormal property of stock prices assumed by Black-Scholes (FRM T4-10)
19:37
Historical simulation (HS VaR): Basic and age-weighted (FRM T4-2)
21:56
Risk-neutral probabilities (FRM T5-07)
46:03