7. Behavioral Finance: The Role of Psychology
Financial Markets (ECON 252) Behavioral Finance is a relatively recent revolution in finance that applies insights from all of the social sciences to finance. New decision-making models incorporate psychology and sociology, among other disciplines, to explain economic and financial phen
From playlist Financial Markets (2008) with Robert Shiller
In this video I answer a question I received from a viewer. They want to know about mathematics for quantitative finance. They are specifically concerned with math for real analysis and probability. Do you have any advice or opinions? If so, please leave a comment. Quantative Finance Bo
From playlist Inspiration and Advice
QRM L1-1: The Definition of Risk
Welcome to Quantitative Risk Management (QRM). In this first class, we define what risk if for us. We will discuss the basic characteristics of risk, underlining some important facts, like its subjectivity, and the impossibility of separating payoffs and probabilities. Understanding the d
From playlist Quantitative Risk Management
Intro to Quant Finance: Periodic Rate of Return
Periodic rate of return
From playlist Intro to Quant Finance
What is a Quant Trader? | Systematic Investing | What is a Quant Hedge Fund? | Trading Ideas
Todays video is all about quant trading or investing. I have been a quantitative trader for over twenty years, and one of the most frequent questions I get in the comments section of my videos is what does a quant trader or quant hedge fund investor actually do. In this video we will tal
From playlist Statistics For Traders
Volatility: standard deviation (FRM T2-21)
[Here is my xls at https://trtl.bz/2kOmHb6] The simple, common approach to estimating volatility is historical standard deviation. Here is a thread about the decision to include/exclude the mean return: https://trtl.bz/2kLRK7z. Discuss this video here in our forum: https://trtl.bz/2HMhjk2
From playlist Quantitative Analysis (FRM Topic 2)
Prospect Theory and Stock Market Anomalies - L. Jin - 1/31/2020
"Prospect Theory and Stock Market Anomalies" Lawrence Jin, Assistant Professor of Finance, Caltech Abstract: This talk discusses some recent development in the field of behavioral finance, with a focus on a new model of asset prices in which investors evaluate risk according to prospect t
From playlist HSS Caltech + Finance 2020
Top Ten Finance Books For Traders & Investors
Today's video is a list of my top ten books for traders, or the best finance Books to read to learn about the financial industry. I decided to come up with a list of books that are not just filled with knowledge, but that are also really enjoyable reads – the kind of book that it is hard
From playlist Top Ten Lists
Strata Jumpstart 2011: Cathy O'Neil, "What Kinds of People are Needed for Data Management?"
Cathy O'Neil (Intent Media), "What Kinds of People and Processes are Needed for Data Management and Analytics?"
From playlist Strata NY 2011
Welcome to Quantitative Risk Management (QRM). In this lesson we introduce the axiomatic approach to risk measures. We give the definition of risk measure and we discuss what its uses for us are in terms of reserve capital quantification. We then define coherent and convex measures. The p
From playlist Quantitative Risk Management
16. The Evolution and Perfection of Monetary Policy
Financial Markets (ECON 252) Central Banks, originally created as bankers' banks, implement monetary policy using their leverage over the supply of money and credit standards. Since the Bank of England was founded in 1694, through the gold standard which lasted until the 1930s, and into
From playlist Financial Markets (2008) with Robert Shiller
More on Quantitative Easing (and Credit Easing)
Courses on Khan Academy are always 100% free. Start practicing—and saving your progress—now: https://www.khanacademy.org/economics-finance-domain/core-finance/money-and-banking/federal-reserve/v/more-on-quantitative-easing-and-credit-easing Understanding the difference between quantitati
From playlist Money, banking and central banks | Finance and Capital Markets | Khan Academy
Applied Portfolio Management - Video 4 - Fixed Income Asset Management
All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Fixed income refers to any type of investment under which the borrower or issuer is obliged to make payments of a fixed amount on a fixed schedule. For example, the borrower may have to pay interest
From playlist Applied Portfolio Management
The Story of James Simons - Renaissance Technologies & Medallion Fund
Jim Simons is a mathematician and cryptographer who realized that the complex math he used to break military codes could also explain patterns in the world of finance. James Simons has been described as "the world's smartest billionaire", amassing a fortune through the clever use of mathem
From playlist Statistics For Traders
Serve banking customers by leveraging Natural Language Processing
Presented by: Andy Li – Director in Enterprise AI COE at Wells Fargo In this talk, Andy Li will focus on discussing how they use NLP to understand customer needs and enhance customer experiences at Wells Fargo. He will also discuss some NLP use cases and focus on building an NLP based eco
From playlist NLP Summit 2021
Dependence Uncertainty and Risk - Prof. Paul Embrechts
Abstract I will frame this talk in the context of what I refer to as the First and Second Fundamental Theorem of Quantitative Risk Management (1&2-FTQRM). An alternative subtitle for 1-FTQRM would be "Mathematical Utopia", for 2-FTQRM it would be "Wall Street Reality". I will mainly conce
From playlist Uncertainty and Risk
Public lecture 1 - Jean-Philippe Bouchaud “Crises économiques et financières : un point de vue...
Public lecture 1 - Jean-Philippe Bouchaud “Crises économiques et financières : un point de vue de physicien” « The Economic Crisis is a Crisis for Economic Theory » a récemment écrit Alan Kirman. La théorie en question affirme que les agents sont rationnels et les marchés sont « efficien
From playlist T1-2015 : Disordered systems, random spatial processes and some applications
QRM 10-3: The Model Building Approach
This video is taken from by basic RM course and deals with MR under the model-building approach.
From playlist Quantitative Risk Management