Financial models | Mathematical finance

Heston model

In finance, the Heston model, named after Steven L. Heston, is a mathematical model that describes the evolution of the volatility of an underlying asset. It is a stochastic volatility model: such a model assumes that the volatility of the asset is not constant, nor even deterministic, but follows a random process. (Wikipedia).

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Helicone Wooden Toy 3D Model

Based on a Youtube video by Grand Illusions (https://www.youtube.com/user/henders007), named Helicone (https://www.youtube.com/watch?v=nkmBLPHGp0E). The video doesn't show how it works, so I made my own version. A very interesting object. Modeled with Solidworks 2015. Rendered with Simlab

From playlist Wooden Toys

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How To Make a Hexaflexagon: The Definitive Guide

Printable patterns: http://vihart.com/hexaflexagons Shirts (we only printed a limited run, sorry if we're sold out of your favourite!): https://store.dftba.com/collections/vi-hart This video is supported not mostly by shirts but mostly by viewers like you! Thanks especially to: Caleb Wri

From playlist Hexaflexagon Series

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Roller-Coaster Toy 3D Model

Based on a Youtube video (https://youtu.be/dQyIJUTMpvg). The rails are assembled as one wishes. There are 3 types, linear, curved and helicoidal. I assembled as the video shows. Modeled with Solidworks 2015. Rendered with Simlab Composer 6 Mechanical Edition.

From playlist Wooden Toys

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Martin Larsson: Affine Volterra processes and models for rough volatility

Abstract: Motivated by recent advances in rough volatility modeling, we introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are n

From playlist Probability and Statistics

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The BuShou of HanZi :彳

A brief description of the BuShou of 彳.

From playlist The BuShou of HanZi

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8 2 Stochastic Volatility Part 2

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

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Film Premiere Of 'Ben-Hur' (1959)

'The night Ben-Hur comes to Broadway'. Hollywood stars including Charlton Heston, arrive for the film premiere of 'Ben-Hur'. Broadway, New York. United States of America (USA). MS's of New York's busy Broadway at night. MS's theatre sign 'Ben-Hur'. LS panning shot of crowd cordoned off.

From playlist MOVIE PREMIERES

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Albert Einstein, Holograms and Quantum Gravity

In the latest campaign to reconcile Einstein’s theory of gravity with quantum mechanics, many physicists are studying how a higher dimensional space that includes gravity arises like a hologram from a lower dimensional particle theory. Read about the second episode of the new season here:

From playlist In Theory

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10 4 Continuous time interest rate models Part 2

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

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Cocycles, Lyapunov exponents, localization - Wilhelm Schlag

Members’ Seminar Topic: Cocycles, Lyapunov exponents, localization Speaker: Wilhelm Schlag Affiliation: University of Chicago; Visiting Professor, School of Mathematics Date: Febuary 12, 2018 For more videos, please visit http://video.ias.edu

From playlist Mathematics

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Hounslow's Abandoned Tube Station: Hounslow Town

The abandoned station that could have drastically changed the Underground map. Ko-Fi: https://ko-fi.com/jagohazzard Patreon: https://patreon.com/jagohazzard

From playlist London

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Hegel and his Heirs

Robert Harrison and Adrian Daub discuss Georg Wilhelm Friedrich Hegel and his heirs a few years back in an episode of Entitled Opinions, a KZSU Stanford University program. http://french-italian.stanford.edu/op... Hegel was one of the most important and influential 19th century German phi

From playlist Hegel

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Risk Management of Option Books with Arbitrage-Free Neural-SDE Market Models (SIAM FME)

SIAM Activity Group on FME Virtual Talk Series Join us for a series of online talks on topics related to mathematical finance and engineering and running every two weeks until further notice. The series is organized by the SIAM Activity Group on Financial Mathematics and Engineering. Spe

From playlist SIAM Activity Group on FME Virtual Talk Series

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Ordinary Light - Tracey K. Smith

Artists Present: Tracey K. Smith Wednesday, March 16, 5:00 p.m. Hailed for her "extraordinary range and ambition" by the New York Times, Tracey K. Smith will read from her recently published memoir, Ordinary Light, as well as her Pulitzer Prize-winning poetry collection, Life on Mars. Ca

From playlist Artists Present

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Bertrand Russell on Hegel (1957)

A few clips of Bertrand Russell discussing Hegel and his journey away from the Hegelian commitments of his early years. #Philosophy #BertrandRussell #Hegel

From playlist Shorter Clips & Videos - Philosophy Overdose

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Air School (1950)

Heston, Middlesex. Various good shots show air stewardesses in training at the BOAC Air School. The instructors use the body of an aeroplane to teach the girls in the appropriate surroundings. Trainee air hostesses look inside the aeroplane kitchen to see a girls learning how to arr

From playlist The Things That Move Us: BOAC

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Gary Cooper: Life of a Hollywood Star | British Pathé

This archive footage highlights a variety of moments with Hollywood star, Gary Cooper ('High Noon', 'Sergeant York'), from meeting Queen Elizabeth II to entertaining troops in New Guinea. For Archive Licensing Enquiries Visit: https://goo.gl/W4hZBv Explore Our Online Channel For FULL Doc

From playlist British Pathé | Explore the Archive

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The BuShou of HanZi :力

A brief description of the BuShou of 力.

From playlist The BuShou of HanZi

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Automatic differentiation | SABR volatility model | Wiener process | Risk-neutral measure | Variance swap | Martingale (probability theory) | Volatility (finance) | Volatility smile | Fourier transform | Del | Stochastic volatility | Mathematical model | Least squares