Pricing Options Using the Binomial Tree (Risk Neutral Valuation Approach)
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/PatrickEBoyle In finance, the binomial option
From playlist Class 3: Pricing Financial Options
Financial Options Pricing History. How do Investors Price Options?
Financial Options Pricing History. Today we will learn How do Investors Price Options? 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 Patri
From playlist Class 2: An Introduction to Options
Determine Infinite Limits of a Rational Function Using a Table and Graph (Squared Denominator)
This video explains how to determine a limits and one-sided limits. The results are verified using a table and a graph.
From playlist Infinite Limits
Financial Option Theory with Mathematica -- Volatility, and direct solution of PDEs
This is my third session of my track about Financial Option Theory with Mathematica. I first develop two methods to compute historical volatility of a stock. Next I do the same for an estimate of the historical appreciation rate. I then come to the very important topic of the implied volat
From playlist Financial Options Theory with Mathematica
What are Real Options? - Real Options Valuation Method For Capital Budgeting Decisions
Real options valuation, also often termed real options analysis, applies option valuation techniques to capital budgeting decisions. 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
From playlist Class 5 - Options Wrap Up
Lec 14 | MIT 18.086 Mathematical Methods for Engineers II
Financial Mathematics / Black-Scholes Equation View the complete course at: http://ocw.mit.edu/18-086S06 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 18.086 Mathematical Methods for Engineers II, Spring '06
Giray Ökten: Derivative pricing, simulation from non-uniform distributions - lecture 3
The models of Bachelier and Samuelson will be introduced. Methods for generating number sequences from non-uniform distributions, such as inverse transformation and acceptance rejection, as well as generation of stochastic processes will be discussed. Applications to pricing options via re
From playlist Probability and Statistics
Horizontal Asymptote, Vertical Asymptote, & Removable Discontinuity
How to find the Horizontal asymptote, vertical asymptote and removable discontinuity from a rational function. #calculus For more similar examples, check out my playlist :https://www.youtube.com/playlist?list=PLb2SZv7eAqpmFSRhJAtPYis3RT2TtCWbl Horizontal Asymptote, @0:10 Vertical Asymptot
From playlist Limits at Infinities, (sect 2.6)
Nash Equilibriums // How to use Game Theory to render your opponents indifferent
Check out Brilliant ► https://brilliant.org/TreforBazett/ Join for free and the first 200 subscribers get 20% off an annual premium subscription. Thank you to Brilliant for sponsoring this playlist on Game Theory. Game Theory Playlist ► https://www.youtube.com/playlist?list=PLHXZ9OQGMqx
From playlist Game Theory
Gunther Leobacher: Quasi Monte Carlo Methods and their Applications
In the first part, we briefly recall the theory of stochastic differential equations (SDEs) and present Maruyama's classical theorem on strong convergence of the Euler-Maruyama method, for which both drift and diffusion coefficient of the SDE need to be Lipschitz continuous. VIRTUAL LECTU
From playlist Virtual Conference
Asymptotic properties of the volatility estimator from high-frequency data modeled by Ananya Lahiri
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst
From playlist Large deviation theory in statistical physics: Recent advances and future challenges
#5 Limit orders as makers | Trading on Coinbase Pro - GDAX
In this video, let's look at the next two limit order configurations. We are ready to move to the buy-buy and the sell-sell permutations. With these two configurations, we will see how makers come to be. Since the order side and the limit price are on the same side, these particular config
From playlist Trading - Advanced Order Types with Coinbase
Epsilon delta limit (Example 3): Infinite limit at a point
This is the continuation of the epsilon-delta series! You can find Examples 1 and 2 on blackpenredpen's channel. Here I use an epsilon-delta argument to calculate an infinite limit, and at the same time I'm showing you how to calculate a right-hand-side limit. Enjoy!
From playlist Calculus
6 6 Black Scholes Merton pricing Part 3
BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology
From playlist BEM1105x Course - Prof. Jakša Cvitanić
Entropic Optimal Transport - Prof. Marcel Nutz
A workshop to commemorate the centenary of publication of Frank Knight’s "Risk, Uncertainty, and Profit" and John Maynard Keynes’ “A Treatise on Probability” This workshop is organised by the University of Oxford and supported by The Alan Turing Institute. For further details and regular
From playlist Uncertainty and Risk
George Papanicolaou: Stochastic Analysis in Finance
This lecture was held at The University of Oslo, May 24, 2007 and was part of the Abel Prize Lectures in connection with the Abel Prize Week celebrations. Program for the Abel Lectures 2007 1. “A Short History of Large Deviations” by Srinivasa Varadhan, Abel Laureate 2007, Courant Ins
From playlist Abel Lectures
Determine a Limit of a Difference of Rational Functions Algebraically: LCD and Rationalize
This video explains how to determine a limit of a difference of rational functions algebraically using LCD and rationalizing.
From playlist Limits
Pricing Options Using Multi Step Binomial Trees
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/PatrickEBoyle The ideas we developed for a si
From playlist Class 3: Pricing Financial Options