FRM Part I: Prices, Discount Factors, and Arbitrage Part I(of 2)

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This series of video covers following key areas:
Discount factor and use a discount function to compute present and future values.
The "law of one price," explain it using an arbitrage argument, and describe how it can be applied to bond pricing.
Components of a U.S. Treasury coupon bond, and compare and contrast the structure to Treasury STRIPS, including the difference between P-STRIPS and C-STRIPS.
Replicating portfolio using multiple fixed income securities to match the cash flows of a given fixed income security.
Arbitrage opportunities for fixed income securities with certain cash flows.
Difference between "clean" and "dirty" bond pricing and explain the implications of accrued interest with respect to bond pricing.
The common day-count conventions used in bond pricing.
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 popular trainer for CFA, Mr. Utkarsh Jain, during one of his live FRM Classes in Pune (India).

[@adrianocirco5671]

Thanks it was very helpful ! But where can I find the part II ?

[@FintreeIndia]

Dear Adriano,
The second part is available on our Learning Management System.
Best regards,
Team FinTree

[@Aryan_singhal]

part 3 of this?

[@saimatasnim5054]

need to improve. i didn't understand anything