Folks,
Herewith I have given below the link for Batch VIII - Day 4 - Presentation made in Fast Track Webinar Series for IBBI Valuation Exam (SFA) on "OPTION VALUATION"
Option Valuation : (7 Marks)
- 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
- 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 Workbook 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 FT8 WhatsApp group.
Dr GKR
14th August 2020
Friday
GKR Sir, Amazing session as always. Your specific input on how to prepare for answering objective question choices.. asking question on why the other choices are incorrect.. very useful and practical input for preparing for the exams better
ReplyDeleteIt's a good service being done by your team for Valuer aspirants. The classes are very focussed and very useful. Thank you so much for this support - Salai Kumaran -7845013105
ReplyDeleteExcellent & Amazing session. Today, learnt the easier way to know about the put & call option under different scenario.
ReplyDeleteHats Off to you Sir.
Sir... The session was really nice. Your energetic way of saying things and how to read the question and tip on how to prepare for the exam will definitely be useful... thank a lot for the effort
ReplyDeleteThanks for today's presentation. Option valuation, such a complex topic. I always felt afraid to see this topic. But now I feel that I will be able to learn it better.
ReplyDeleteCA M S Keshava
ReplyDeleteOption Valuation - complex matter seems like a no brainer. thanks for your teaching methods.. great work Dr. GKR
Respected GK sir
ReplyDeleteYour teaching is very excellent. Being a experienced professioanl you are able to explain as required by all senior members who are your students. You are really motiviating all members who are attending your classes by creating Groups and updating the results of students who passed the Valauation exam. Its great achivement reaching > 40 passouts.
Today's class is no exceptional to previous classes as usual it's fantastic and I enjoyed it most
ReplyDeleteSir, as usual it is an excellent innings again without any doubt, seen so many teachers and gururs, all teachers are not gurus, only few people are real gurus like you.... hats off to you sir... Shobha Rani B
ReplyDeleteSir, your classes are excellent..options seems to be difficult to understand.but you made it so easy and your excel working of binomial model is superb.it help us lot..thank you so much
ReplyDeleteHello sir
ReplyDeleteusually very difficult to understand the options... But reading the materials, it is very easy to understand . Thanks to you for the sincere efforts devoted for this Sir
ReplyDeleteVery useful and excellent
ReplyDeleteSir you have nicely explained the concept of Option. My doubt on Bionomial Tree got cleared. Sir you please take full fledged classes with organised material.
ReplyDeleteAns for Q 41
ReplyDeleteX Y
DELTA 0.222 DELTA 0.5556
B -16.461 B -38.7597
CO 5.761 CO 16.7959
Todays session is Excellent i try to solve the Q 41.What is meant by L in value of Put Option
Today's session was very intense and indepth explaining of option valuation and methods. Very difficult topic explained with so much ease just shows your passion for teaching and knowledge sharing.Dr GKR Sir, you covered enormous content today, more than 80 slides of material and MCQs, we never learnt this much even in our 50 hours MEP. Thank you so much for your time and efforts in teaching us Sir.
ReplyDeleteGood presentation and explanation sir
ReplyDeleteGKR Sir,
ReplyDeleteAs usual Today's session on Fixed Income securities, FIMMDA, FBIL,CAMEL etc was too good. Your way of teaching most complex subject in the most simplest and easy to understand way to any one is very unique. Thank you for everything what you do for Finance community.