Financial Innovation: Implied Volatility

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 3 of 4

Stochastic Simulation: Variance Reduction Techniques

Explores variance reduction techniques in stochastic simulation, emphasizing the use of auxiliary random variables and sample averages to improve efficiency.

Financial Time Series Analysis

Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.

Principles of Finance: Efficient Portfolios and Risk Management

Explores efficient portfolios, risk management, and the CAPM model in finance.

Natural Language Processing in Finance

Delves into how NLP is transforming finance through market signals and expertise.

Asset Pricing: Fundamental Theorems

Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.

Introduction to Derivatives

Covers forward contracts, options, hedging, and speculative strategies in derivatives trading.

Price Returns Analysis

Covers the analysis of heavy-tailed price returns and clustered volatility in financial data.

Introduction to Derivatives

Introduces derivatives, forward contracts, options, and their financial uses.

Principles of Finance: Risk and Return

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Quantitative Risk Management: Volatility Modeling

Covers volatility modeling in quantitative risk management, including ARMA, ARCH, GARCH models, and forecasting.