Black Scholes model (BSM) and Merton Model Explained! Specially used by traders.

0:00 Introduction
2:07 Understanding Banks' Business Model & Credit Risk Evaluation Options
6:12 Black and Scholes OPM for Calls & Puts - Excel Formula Integration
39:39 Applying Merton Model for Equity Valuation
1:07:55 Applying Merton Model for Debt Valuation - Two Approaches
Excel File: bit.ly/3kVvat7
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We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our Lead Trainer for CFA, Mr. Utkarsh Jain, during one of his live Session in Pune (India).
"FRM Part II/CFA Level II - BSM and Merton Model Explained!"
To know more about CFA/FRM training at FinTree, visit:
www.fintreeindi...
#FRM #BSM_MODEL #MERTON_MODEL

[@ZidaneRealMadrid5]

Utkarsh Jain we really gratefull for your simplified explanation and yet comprehensive... I will always support you for providing such quality video contents. Thank you Utkarsh!!!

[@senthilsekar620]

I was looking for BSM model, got it. Thanks Utkarsh.

[@SuperBafta]

This guy should be made the CEO of all the PSU banks combined including SBI.

[@kushagrakapoor2122]

Why ? Please clarify your such appreciation so we should also know🙂

[@zealtanna8258]

Comprehensive, captivating, colourful! Thank you very much!

[@vivalavica.08]

Brilliant and insightful class Utkarsh sir

[@taherbasrai]

Awesome videos sir, I am a fan of you teaching style.

[@PasionDeArgentina]

I have to say! I really loved the font that you are using .

[@s.m.hassan3887]

Sir this lecture is very helpful for me as cfa student

[@aadibihani5556]

Sir, how to find out the volatility term for the firm when using Merton model for the valuation of equity?

[@namduong8437]

I'm always fascinated by BSM since i was first introduced in school. However, i have tried everywhere to find the proof of this beautiful formula but didn't succeed. Do you know where i can find such proof

[@luckymehrotra2317]

how can i calculate implied volatility on expiry day

[@cvsandeepchandu685]

How to use this formula for banknifty trading can anyone please share

[@amitpareek2516]

Sir any updates regarding CFA level 2 crash course?

[@ShubinderChanana]

Good video

[@Prashant_equity]

BSM method used in ESOP fair price calculation

[@manishchandak5019]

35:00

[@himanshuvegda8072]

is that also applicable for bank nifty ????

[@sujayhubli]

yes its applicable to all options , Utkarsh sir we will be thankful to you a lot if you demonstrate a practical application to Banknifty/Nifty options .