FRM Part 1: VRM 9. Pricing Conventions, Discounting and Arbitrage

Описание: 📘 FRM Part 1 | Valuation and Risk Models | Chapter 9. Pricing Conventions, Discounting and Arbitrage

In this video, we will cover Chapter 9 of the book Valuation and Risk Models (FRM Part 1) and build the understanding of how bond prices, discount factors, and arbitrage principles come together under the law of one price. We will also understand how the law of one price ensures consistency across markets and learn to identify arbitrage opportunities like a professional risk analyst.

🎯 What’s Inside This Video?
➪ How to calculate bond prices using discount factors
➪ The difference between clean price and dirty price
➪ How arbitrage opportunities arise and how investors exploit mispricing
➪ The construction of replicating portfolios and the role of STRIPS in pricing
➪ Key bond valuation relationships: price-yield curves, semiannual compounding, and accrued interest

👥 Perfect For:
➔ FRM Part I aspirants preparing for the Valuation & Risk Models section
➔ Finance professionals seeking clarity on bond pricing and arbitrage principles
➔ Students of Quantitative Finance or Financial Engineering
➔ Risk analysts and treasury professionals looking to strengthen valuation fundamentals

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