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Related lectures (16)
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Trading Strategies: Measuring Market Dynamics
Explores trading strategies in mathematical finance, backtesting scientific models, and the challenges of non-stationary markets.
Financial Big Data: Correlations and Response Functions
Explores financial big data analysis, focusing on correlations, response functions, and flash crashes.
Arbitrage in Multiperiod Models
Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Algorithmic Execution in Fixed Income Markets
Delves into algorithmic execution in fixed income markets, highlighting the transition to electronic trading and the importance of effective algorithms.
The Flash Crash: High Frequency Trading Analysis
Analyzes the 2010 flash crash, focusing on high frequency trading impact.
High Frequency Trading: Optimal Behavior Analysis
Explores optimal trading behavior in high frequency trading and its impact on market dynamics.
Flash Crash Systemic Event
Explores the flash crash as a systemic event, discussing its propagation and regulatory implications.
Introduction to Derivatives
Introduces derivatives, hedging, speculation, and engineering payoffs through trading and pricing.
Introduction to Derivatives: Trading
Covers piecewise linear payoffs, types of contracts, binomial model, and trading strategies.
Artificial Intelligence in Finance
Explores the applications of artificial intelligence in finance, featuring talks and showcases.
