Impact of Interest Rates on Option Prices (CFA Level 1, FRM Part 1 Financial Markets & Products)
In this video from FRM Part 1 and CFA Level 1 curriculum, we take a look at how interest rates impact option prices i.e. premiums of European Calls and Puts. We use risk neutral pricing to reason out how increases in risk free interest rates increase the value of European calls and decrease the value of European put options. This video is an addendum to the preparation course for FRM Exam Part 1 (https://www.finRGB.com/courses/frm-pa....
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