A correlation swap is an over-the-counter financial derivative that allows one to speculate on or hedge risks associated with the observed average correlation, of a collection of underlying products, where each product has periodically observable prices, as with a commodity, exchange rate, interest rate, or stock index. (Wikipedia).
RELATIONSHIPS Between Variables: Standardized Covariance (7-1)
Correlation is a way of measuring the extent to which two variables are related. The term correlation is synonymous with “relationship.” Variables are related when changes in one variable are consistently associated with changes in another variable. Dr. Daniel reviews Variance, Covariance,
From playlist Correlation And Regression in Statistics (WK 07 - QBA 237)
Conceptual Questions about Correlation
Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Conceptual Questions about Correlation
From playlist Statistics
What are Swaps? Financial Derivatives Tutorial
In todays video we learn about Swaps. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com/Patrick
From playlist Swaps
In todays video we learn about currency swaps. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.co
From playlist Swaps
Covariance Definition and Example
What is covariance? How do I find it? Step by step example of a solved covariance problem for a sample, along with an explanation of what the results mean and how it compares to correlation. 00:00 Overview 03:01 Positive, Negative, Zero Correlation 03:19 Covariance for a Sample Example
From playlist Correlation
Correlation does not Imply Causality, but then again… (7-4)
Correlation Does Not Imply Causation. When we see a correlation, we should not assume a cause-and-effect relationship between the variables. Correlation does not mean one isn’t causing the other, either; we just need more information. The correlation between two variables may be caused by
From playlist Correlation And Regression in Statistics (WK 07 - QBA 237)
What are Variance Swaps? Financial Derivatives - Trading Volatility
In todays video we learn about variance swaps These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com
From playlist Volatility and Variance Swaps
FRM: Basket credit default swap (CDS)
Like a CDS, but the reference is a BASKET of several obligations. A 1st-to-default means that the basket is triggered when the first obligation defaults. For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Derivatives: Credit Derivatives
Swap Monte Carlo Method and its Enormous Impact In the Study of Structural... by Smarajit Karmakar
DISCUSSION MEETING : CELEBRATING THE SCIENCE OF GIORGIO PARISI (ONLINE) ORGANIZERS : Chandan Dasgupta (ICTS-TIFR, India), Abhishek Dhar (ICTS-TIFR, India), Smarajit Karmakar (TIFR-Hyderabad, India) and Samriddhi Sankar Ray (ICTS-TIFR, India) DATE : 15 December 2021 to 17 December 2021 VE
From playlist Celebrating the Science of Giorgio Parisi (ONLINE)
Default correlation in CDO or basket CDS
As default correlation increases, the probability of default (PD) for junior tranche (1st to default basket CDS) decreases but the PD for a senior tranche increases.
From playlist Derivatives: Credit Derivatives
Correlation For Traders and Investors | Statistics For the Trading Floor | Correlation Trading
Correlation For Traders and Investors Today we will be discussing what correlation is and why it matters to traders and investors. We will learn why stock market correlation is so high right now and why investors might care. Watch to the end of the video to learn how traders can profit fr
From playlist Statistics For Traders
A CLN is similar to a credit default swap (CDS): both transfer credit risk to investors. However, the CLN is FUNDED; the bond owner does not really incur counterparty risk. Instead, the investors (CLN Buyers) incur counterparty risk. Plus, they are concerned with correlation between the CL
From playlist Derivatives: Credit Derivatives
Entropy in Self-Assembly (Lecture 3) by Francesco Sciortino
Program Entropy, Information and Order in Soft Matter ORGANIZERS: Bulbul Chakraborty, Pinaki Chaudhuri, Chandan Dasgupta, Marjolein Dijkstra, Smarajit Karmakar, Vijaykumar Krishnamurthy, Jorge Kurchan, Madan Rao, Srikanth Sastry and Francesco Sciortino DATE: 27 August 2018 to 02 November
From playlist Entropy, Information and Order in Soft Matter
Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Introduction to Correlation
From playlist Statistics
The recipe for moments of L-functions and characteristic polynomials of random mat... - Sieg Baluyot
50 Years of Number Theory and Random Matrix Theory Conference Topic: The recipe for moments of L-functions and characteristic polynomials of random matrices Speaker: Sieg Baluyot Affiliation: American Institute of Mathematics Date: June 23, 2022 In 2005, Conrey, Farmer, Keating, Rubinste
From playlist Mathematics
GRCon21 - Passive bistatic RADAR using spaceborne Sentinel1 non-cooperative source...
Passive bistatic RADAR using spaceborne Sentinel1 non-cooperative source, a B210 and a Raspberry Pi4 presented by Jean-Michel Friedt and Weike Feng at GNU Radio Conference 2021 We have previously demonstrated passive bi-static RADAR using a static emitter and static (passive bistatic RADA
From playlist GRCon 2021
Lecture 11 - Statistical Significance
This is Lecture 11 of the CSE519 (Data Science) course taught by Professor Steven Skiena [http://www.cs.stonybrook.edu/~skiena/] at Stony Brook University in 2016. The lecture slides are available at: http://www.cs.stonybrook.edu/~skiena/519 More information may be found here: http://www
From playlist CSE519 - Data Science Fall 2016