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Risk Management, Derivatives and Fixed Income

This course is part of Risk Management and Quant Finance Specialization

Instructor: EDUCBA

Included with

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9 modules

Gain insight into a topic and learn the fundamentals.

2 weeks to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

9 modules

Gain insight into a topic and learn the fundamentals.

2 weeks to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

What you'll learn

Apply VaR models and quantitative techniques to measure financial risk.
Analyze derivatives pricing using Black-Scholes, binomial trees, and Greeks.
Evaluate fixed income securities using duration, convexity, and yield analysis.

Skills you'll gain

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Shareable certificate

Add to your LinkedIn profile

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Build your subject-matter expertise

This course is part of the Risk Management and Quant Finance Specialization

When you enroll in this course, you'll also be enrolled in this Specialization.

Learn new concepts from industry experts
Gain a foundational understanding of a subject or tool
Develop job-relevant skills with hands-on projects
Earn a shareable career certificate

There are 9 modules in this course

Master financial risk management, derivatives pricing, and fixed income valuation concepts for FRM Level 1 and real-world finance roles. Learn VaR, Black-Scholes, option Greeks, bond pricing, duration, convexity, and credit risk through a structured learning path.

This course helps you build a strong foundation in financial risk management and valuation by simplifying complex FRM Level 1 concepts into practical, easy-to-follow lessons. You’ll begin with core risk concepts including volatility, Value at Risk (VaR), statistical foundations, and risk modeling approaches such as parametric, non-parametric, and hybrid models. As you progress, you’ll explore derivatives pricing using binomial trees and the Black-Scholes framework, including American options, dividend adjustments, arbitrage concepts, discounting principles, and option Greeks used for sensitivity analysis and hedging. The course also covers fixed income valuation and interest rate risk, including bond pricing, yield measures, spot and forward rates, yield curve dynamics, duration, convexity, DV01, spreads, and hedging techniques. Advanced sections introduce credit ratings, transition matrices, operational risk frameworks, country risk, VaR applications, and model limitations. What makes this course unique is its integrated coverage of risk, derivatives, and fixed income valuation in one FRM-focused pathway. By the end, you’ll be able to apply practical risk tools, interpret valuation models, and analyze financial instruments with confidence.