2015 - FRM : The Black-Scholes-Merton Model Part I (of 2)

FinTree website link: www.fintreeindia.com
This series of videos discusses the following key points:
1) Lognormal property of stock prices, the distribution of rates of return, and the calculation of expected return.
2) Realized return and historical volatility of a stock.
3) Assumptions underlying the Black- Scholes -Merton option pricing model.
4) Value of a European option using the Black- Scholes -Merton model on a non-dividend-paying stock.
5) Complications involving the valuation of warrants.
6) Implied volatilities and describe how to compute implied volatilities from market prices of options using the Black- Scholes -Merton model.
7) How dividends affect the early decision for American call and put options.
8) Value of a European option using the Black- Scholes -Merton model on a dividend-paying stock.
9) Use of Black's Approximation in calculating the value of an American call option on a dividend-paying stock.
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This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level I Classes in Pune (India).
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[@KiranSachdevr3]

amazing explanation....very helpful...thank you for the video

[@dr.imrankhalil4259]

Excellent teaching

[@AmirTaghaboni]

fantastic upload

[@3RuLe5]

plz upload the part 2 as well

[@doloresloya3994]

Where is part 2? I NEED IT!!!!!!

[@rajesh9970680026]

Sir pls upload the remaining video, bacche pass ho Jayenge😊

[@priyankagoyal8356]

plz post part 2 of black scholes model

[@sahilpopli6786]

Ye spot price future ka hai??

[@laxmidilipporwal3685]

Pls clearly specify chapter number, topic number, etc so that audience can go in sequence

[@ppradha123]

How the value of the option comes to 206? I calculated it and it comes to 150

[@manikumar-qo9xt]

every thing is perfect but in the formula it is not Strike price * e it strike price/e