Stochastic volatility

Related lectures (32)

Page 3 of 4

Covers the concept of multiperiod binomial pricing and the Black-Scholes formula.

Explores volatile variables in Java for concurrent programming and synchronization importance.

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

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

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

Explores optimal trading behavior in high frequency trading and its impact on market dynamics.

Explores the optimal dispatch of power generation units and the economics of power systems in deregulated environments.

Explores energy contracts, spot markets, and risk management strategies in power system restructuring and deregulation.