This Valuation and Risk Models course provides a comprehensive introduction to the quantitative models and techniques used to measure and manage financial risk, following FRM Part 1 Book 4. The course begins with the main measures of financial risk, explaining volatility, downside risk, and key risk metrics used in professional risk management.

A central focus of the course is Value at Risk (VaR), where learners study how to calculate, interpret, and apply VaR in portfolio and trading risk management. The course also covers measuring credit risk, including default risk, exposure, and loss given default in banking and financial institutions.

Interest rate modeling is another major component, helping learners understand the structure of interest rates, yield curves, and interest rate risk. The course then explores duration, convexity, and DV01, showing how fixed income risk is measured and controlled.

In advanced sections, the course introduces binomial trees and valuation models used for pricing options and interest rate derivatives. This course is ideal for FRM and CFA candidates, quantitative analysts, risk managers, and finance professionals seeking strong technical skills in valuation and risk modeling.