Folks,
Herewith I have given below the link for Batch VI - Day 4 - Presentation made in Fast Track Webinar Series for IBBI Valuation Exam (SFA) on "OPTION VALUATION"
Option Valuation : New Syllabus
- Option valuation: General principles
- Option valuation models: Black and Scholes; Black and Scholes Merton option pricing method; Binomial tree method; Monte Carlo simulation
- Valuation of other financial assets and liabilities: concept of financial and non-financial assets and liabilities; valuation of other instruments like financial guarantees and warranties
- This chapter carries 4 to 6 marks in IBBI Valuation Exam
- Reference 1: Page 78 – Valuation of Options | Technical Guide on Valuation | ICAI
- Reference 2: Page 122 – Overview on Valuation of Options| Professionals Insight | ICAI
- Options Basics
- Factors influencing Option Valuation and on its changes, its impact in Call & Put Valuation
- Binomial Model; BSM Model
- After investing substantial amount of time and Himalayan size of Efforts, Research & Pain; this material is brought out.
- Your acknowledgement (with your name, location & contact no) in this blog by few words will be an encouragement for this Hard Work
Dr GKR Presentation Link
GKR Worksheet Link
Kindly post your comments, suggestions, queries & review of the webinar session below this post. Happy Reading | Please contact Dr S Dhanapal (96770 22712) for being part of FT6 WhatsApp group.
Dr GKR
To explain a complex topic like options in layman terms in just an hour requires mastery over the subject. Dr GKR explained the nuances of the subject using agriculture. He used three case studies to introduce various terms associated with the Options. Sincere thanks Dr.GKR
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ReplyDeleteMy Name is Nikhil Kalra from Ludhiana Punjab (M No. 9888406780) it was very nice session today nicely explained about option valuation. Thanks Dr. GKR
ReplyDeleteFurther please share excel file also
nice
ReplyDeleteVery important concepts explained very well.
ReplyDeleteThank you.
CA Rekha Patwardhan Nasik
It was a great session Sir. The critical things was presented through table in such a way that it looks like a simple one now. Thank you Sir.
ReplyDeleteIt was great session, explaning options with simple terms in an understanding way to everyone within short period possible to GKR SIR only
ReplyDeleteLucid explanation for a difficult topic like Option Valuation, very useful.
ReplyDeleteRegards,
D Gururaj
Thank you so much for teaching such a complex topic in an easy manner. The various option models, six factors colour coded for easy understanding, the few case studies which you did, you covered so much in this one hour. Really greatful and thankful to you Dr GKR Sir.
ReplyDeleteYou took a wonderful session covering the cumbersome topic in a nutshell.The case studies you did in limited time is beyond words...thank you sir and to your team for doing a wonderful job during the lockdown.
ReplyDeleteExcellent session. Difficult concept explained in simple terms and can never forget the concepts
ReplyDeleteExcellent session as usual.. like the way it is presented in a lucid manner. Thanks
ReplyDeleteDifficult and Typical items explained lucidly and in one hour. Luckly that i did not miss it .
ReplyDeleteStudy materials shares are of very good quality. Thanks for sharing ICAI relelvant publications.
ReplyDeleteWonderful coverage of otherwise difficult to understand topic in a time bound manner can only be expected from experts. Thanks for sharing your expertise and knowledge.
ReplyDeleteJust attended the six-day Fast Track Couse on Valuation. The sessions were excellent, informative and examination focussed. The power points of the sessions were very exhaustive. It is difficult even to comprehend the efforts required to collate all the concepts relating to a particular topic from various sources into an exhaustive material. Hats off to Dr GKR and his team.
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