Volatility (finance)

Related lectures (32)

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Covers stylized facts in finance and reproducible research in scientific computing.

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

Covers GARCH processes for financial time series analysis.

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

Covers ARCH and GARCH models for volatility forecasting in risk-factor changes.

Explores forecasting in time series analysis, long memory processes, and ARCH models for volatility modeling.

Explores interest rate derivatives, specifically caps and floors, cap-floor parity, pricing formulas, and implied volatilities.

Explores the evolution of DeFi and DEXes through the Liquidity Book model.