What is the Monte Carlo method? | Monte Carlo Simulation in Finance | Pricing Options
In today's video we learn all about the Monte Carlo Method in Finance. 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 h
From playlist Exotic Options & Structured Products
Understanding How Prices Work in a Free Market
Now that we know about supply and demand, we are ready to talk about prices, and how they dictate the dynamics of a free market economy. Free markets lead to an efficient distribution of resources, however there are exceptions, such as with imperfect competition and monopolies, so let's ma
From playlist Economics
What are index options? What are currency options?
In todays video we will learn about options on foreign exchange and index 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 Patrick
From playlist Class 5 - Options Wrap Up
Unit 7 - no price discrimination part 1
From playlist Courses and Series
Panorama of Mathematics: Darrell Duffie
Panorama of Mathematics To celebrate the tenth year of successful progression of our cluster of excellence we organized the conference "Panorama of Mathematics" from October 21-23, 2015. It outlined new trends, results, and challenges in mathematical sciences. Darrell Duffie: "Price Tran
From playlist Panorama of Mathematics
Valuation of plain-vanilla interest rate swap (T3-32)
[here is my XLS https://trtl.bz/2Q4XFCh] I breakdown the valuation of an interest rate swap into three steps: 1. The assumptions, which includes understanding the TIMELINE; e.g., we are valuing the stop at some point after origination and it has some remaining life (in this case 15 months)
From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
Pareto Analysis for Beginners in Excel
Check out the article on Pareto Analysis and download the Excel file here: https://magnimetrics.com/pareto-principle-in-financial-analysis/ Fill our survey for a FREE Benchmark Analysis template! https://forms.gle/A4MLhr7J5rRG1JBi8 If you like this video, drop a comment, give it a thumbs
From playlist Excel Tutorials
Redesigning over-the-counter financial markets 2/2
Darrell Duffie Stanford University, USA
From playlist Distinguished Visitors Lecture Series
10 9 Forward rates models 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
Swaps and The Law of Comparative Advantage - How to do the comparative advantage swap calculation.
In todays video we learn about how Swap participants benefit from the law of comparative advantage. 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/
From playlist Swaps
In this video, you’ll learn more about the sharing economy. Visit https://www.gcflearnfree.org/using-the-web-to-get-stuff-done/what-is-the-sharing-economy/1/ for our text-based lesson. This video includes information on: • An explanation of the sharing economy • Examples of the sharing ec
From playlist The Sharing Economy
Redesigning over-the-counter financial markets 1/2
Distinguished Visitor Lecture Series Redesigning over-the-counter financial markets Darrell Duffie Stanford University, USA
From playlist Distinguished Visitors Lecture Series
Webinar: If I build it, will they come? Understanding Product-Market Fit
Learn more at: https://stanford.io/370yNcZ So your company has a product idea. How do you know if this product is worth building? Will there be a demand for it? Enter: product-market fit. Put simply, product-market fit means that there are enough people out there who will buy what your c
From playlist Leadership & Management
Quantitative Finance: Toward A General Framework for Modelling Roll-Over Risk
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. Spea
From playlist SIAM Activity Group on FME Virtual Talk Series
Saul Levmore: Monopolies as an Introduction to Economics | Big Think
Saul Levmore: Monopolies as an Introduction to Economics Watch the newest video from Big Think: https://bigth.ink/NewVideo Join Big Think Edge for exclusive videos: https://bigth.ink/Edge ---------------------------------------------------------------------------------- Levmore brings the
From playlist The Floating University Sessions | Big Think
What is a Credit Default Swap? | CDS | Credit Derivatives
In todays video we learn about Credit Default Swaps - Credit Derivatives. 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 twitte
From playlist Swaps
Eurodollar futures contract (FRM T3-28)
[my xls is here https://trtl.bz/2O6m5ea] A Eurodollar (ED) futures contract is an interest rate derivative: it references a future three-month LIBOR interest rate. The futures quote is given by Q = 100 - R, where R is LIBOR; for example, a ED futures quote of 97.00 signifies an anticipated
From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
From playlist Courses and Series
Comparative advantage in an interest rate swap (FRM T3-31)
[my xls is here https://trtl.bz/2DceGc6] AAACorp has a comparative advantage in fixed-rate markets, but BBBCorp has a comparative advantage in floating-rate markets (even as it pays more everwhere!). The difference in spreads (in this case, the difference is 0.50% = 1.20% - 0.70%) is the g
From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)