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P1.T4. Valuation & Risk Models
BT YouTube videos covering the concepts in Valuation & Risk Models
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T4-01: Three approaches to value at risk (VaR) and volatility
Nicole Seaman
May 17, 2019
Replies
6
Views
7K
Aug 13, 2020
Anirudhda77
A
YouTube
T4-02: Historical simulation (HS VaR): Basic and age-weighted
Nicole Seaman
May 17, 2019
Replies
2
Views
3K
May 27, 2022
Nicole Seaman
YouTube
T4-03: Delta-normal value at risk
Nicole Seaman
May 17, 2019
Replies
0
Views
2K
May 17, 2019
Nicole Seaman
YouTube
T4-04: Delta-gamma value at risk (VaR) with the Taylor Series Approximation
Nicole Seaman
May 17, 2019
Replies
1
Views
4K
Dec 20, 2019
anind1
A
YouTube
T4-05: Coherent risk measures and why VaR is not coherent
Nicole Seaman
May 17, 2019
Replies
0
Views
4K
May 17, 2019
Nicole Seaman
YouTube
T4-06: Introduction to binomial option pricing model: two-step
Nicole Seaman
May 17, 2019
Replies
0
Views
2K
May 17, 2019
Nicole Seaman
YouTube
T4-07: Binomial option pricing model: up/down jumps based on volatility
Nicole Seaman
May 17, 2019
Replies
0
Views
2K
May 17, 2019
Nicole Seaman
YouTube
T4-08: Binomial tree option price: American-style
Nicole Seaman
May 17, 2019
Replies
1
Views
2K
Mar 23, 2020
Mwizere
M
YouTube
T4-09: Binomial option pricing model for equity index, currencies, and futures options
Nicole Seaman
May 17, 2019
Replies
0
Views
2K
May 17, 2019
Nicole Seaman
YouTube
T4-10: Lognormal property of stock prices assumed by Black-Scholes
Nicole Seaman
May 17, 2019
Replies
6
Views
4K
Jan 10, 2021
David Harper CFA FRM
YouTube
T4-11: Black Scholes Merton option pricing model
Nicole Seaman
May 17, 2019
Replies
2
Views
3K
Jun 15, 2020
Nicole Seaman
YouTube
T4-12: How to interpret N(d1) and N(d2) in Black Scholes Merton
Nicole Seaman
May 17, 2019
Replies
0
Views
4K
May 17, 2019
Nicole Seaman
YouTube
T4-13: Option delta
Nicole Seaman
May 22, 2019
Replies
3
Views
2K
Mar 27, 2020
Eustice_Langham
YouTube
T4-14: Dynamic option delta hedge
Nicole Seaman
May 22, 2019
Replies
0
Views
3K
May 22, 2019
Nicole Seaman
YouTube
T4-15: Option gamma
Nicole Seaman
May 22, 2019
Replies
2
Views
2K
Mar 18, 2022
David Harper CFA FRM
YouTube
T4-16: Option delta plus gamma
Nicole Seaman
May 22, 2019
Replies
0
Views
1K
May 22, 2019
Nicole Seaman
YouTube
T4-17: Option Vega
Nicole Seaman
May 22, 2019
Replies
0
Views
1K
May 22, 2019
Nicole Seaman
YouTube
T4-18: Option theta
Nicole Seaman
May 22, 2019
Replies
0
Views
1K
May 22, 2019
Nicole Seaman
YouTube
T4-19: Hedging (aka, neutralizing) option delta and gamma
Nicole Seaman
May 22, 2019
Replies
1
Views
3K
Feb 26, 2021
jamintiger
J
YouTube
T4-20: Market maker's delta-hedge illustrated
Nicole Seaman
May 22, 2019
Replies
0
Views
3K
May 22, 2019
Nicole Seaman
YouTube
T4-21: Fixed income: Law of One Price
Nicole Seaman
May 22, 2019
Replies
3
Views
2K
Jul 13, 2020
Rblc
R
YouTube
T4-22: Fixed Income: Bond's full/flat price on settlement date
Nicole Seaman
May 22, 2019
Replies
0
Views
2K
May 22, 2019
Nicole Seaman
YouTube
T4-23: Fixed Income: Twists are steepening or flattening of the yield curve
Nicole Seaman
May 22, 2019
Replies
0
Views
3K
May 22, 2019
Nicole Seaman
YouTube
T4-24: Fixed Income: Arbitrage to exploit violation of Law of One Price
Nicole Seaman
May 22, 2019
Replies
0
Views
2K
May 22, 2019
Nicole Seaman
YouTube
T4-25: Fixed Income: Infer discount factors, spot, forwards and par rates from swap rate curve
Nicole Seaman
May 22, 2019
Replies
2
Views
3K
Feb 26, 2020
David Harper CFA FRM
YouTube
T4-26: Fixed Income: Maturity vs. Bond Price
Nicole Seaman
May 23, 2019
Replies
0
Views
2K
May 23, 2019
Nicole Seaman
YouTube
T4-27: Fixed Income: Gross versus net realized return
Nicole Seaman
May 23, 2019
Replies
0
Views
1K
May 23, 2019
Nicole Seaman
YouTube
T4-28: Fixed income: bond spread
Nicole Seaman
May 23, 2019
Replies
0
Views
2K
May 23, 2019
Nicole Seaman
YouTube
T4-29: Fixed Income: Yield to Maturity
Nicole Seaman
May 23, 2019
Replies
0
Views
2K
May 23, 2019
Nicole Seaman
YouTube
T4-30: Fixed Income: Term Structure Scenarios
Nicole Seaman
May 23, 2019
Replies
0
Views
2K
May 23, 2019
Nicole Seaman
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