Close
Top Videos
Top Searches
Moods
Black Lives Matter
Chill
Christmas
Commute
Energy boosters
Feel-Good
Focus
Party
Pride
Romance
Sad
Sleep
Workout
Genres
African
Arabic
Blues
Bollywood & Indian
Christian & Gospel
Classical
Country and Americana
Dance and electronic
Decades
Family
Folk and acoustic
Hip-hop
Indie and alternative
J-Pop
Jazz
K-Pop
Latin
Mandopop & Cantopop
Metal
Pop
R&B and Soul
Reggae and Caribbean
Rock
Soundtracks and musicals
FRM: Swap rate versus spot rate
05:16
|
Download MP3
Related Videos
15:59
Option gamma (FRM T4-15)
6:18
FRM: Why we use log returns in finance
18:10
Option delta (FRM T4-13)
6:31
Bond DV01 and duration
19:59
The SML is a general CML (informal FRM tip series)
15:21
Why par yields are the best interest rate measure
11:16
What is financial risk? FRM Foundations (T1-01)
9:20
FRM: Basis risk is the mother of all derivatives risk
19:46
Dynamic option delta hedge (FRM T4-14)
8:52
FRM: Forward rate agreement (FRA)
3:32
About our Bionic Turtle YouTube Channel (Trailer)
8:56
What is value at risk (VaR)? FRM T1-02
5:59
FRM: Intuition behind the Black-Scholes-Merton
8:42
Forward rates are implied by zero rates (FRM T3-11)
8:42
ABCs of CDO (CLO, CBO, CDO of ABS)
11:50
Put-call parity (T3-34)
7:36
FRM: Collateralized debt obligation (Balance Sheet CDO)
19:44
Delta-gamma value at risk (VaR) with the Taylor Series Approximation (FRM T4-4)
6:53
FRM: Binomial (one step) for option price
16:33
Fixed Income: Infer discount factors, spot, forwards and par rates from swap rate curve (FRM T4-25)