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We offer the most comprehensive and easy to understand video lectures for CFA and FRM Programs. To know more about our video lecture series, visit us at www.fintreeindia.com This Video lecture was recorded by Mr. Utkarsh Jain, during his live CFA Level II Classes in Pune (India). This video lecture covers following key area's: 1)Prices of interest rate options and options on assets using one- and two-period binomial models. 2)The assumptions underlying the Black-Scholes-Merton model. 3)how an option price, as represented by the Black-Scholes-Merton model, is affected by a change in the value of each of the inputs. 4)The delta of an option, and demonstrate how it is used in dynamic hedging. 5) The gamma effect on an option's delta and how gamma can affect a delta hedge. 6) The effect of the underlying asset's cash flows on the price of an option. 7) The historical and implied volatilities of an underlying asset. 8) how put-call parity for options on forwards (or futures) is established. 9) American and European options on forwards and futures, and identify the appropriate pricing model for European options.
