The Term Structure of Volatility and the Volatility Surface
Today we will learn about the volatility Surface. 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
From playlist The Term Structure of Volatility
Lots of ways to estimate volatility. In this map, I parse out implied volatility (forward looking) and deterministic (constant) and focus on stochastic volatility: volatility that changes over time, either via (conditional) recent volatility and/or random shocks. For more financial risk vi
From playlist Volatility
What is Implied Volatility? Options Trading Tutorial.
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
From playlist The Term Structure of Volatility
What are Volatility Swaps? Financial Derivatives - Trading Volatility
In todays class we learn about what a volatility swap is. 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:/
From playlist The Term Structure of Volatility
Risk Management Lesson 4A: Volatility
First part of Lesson 4. Topics: - Definitions of volatility - Basic assumptions (do they hold?) - Arch and G-arch models (brief overview)
From playlist Risk Management
The Volatility Smile - Options Trading Lessons
The volatility smile is a real-life pattern that is observed when different strikes of option, with the same underlying and same expiration date are plotted on a graph. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. htt
From playlist The Term Structure of Volatility
Time Varying Volatility and GARCH in Risk Management
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 Todays video let's learn abo
From playlist Risk Management
Third SIAM Activity Group on FME Virtual Talk
Speaker: Bruno Dupire, Head of Quantitative Research, Bloomberg LP Title: The Geometry of Money and the Perils of Parameterization Abstract: Market participants use parametric forms to make sure prices are orderly aligned. It may prevent static arbitrages but could it lead to dynamic arb
From playlist SIAM Activity Group on FME Virtual Talk Series
Fin Math L6-3: Implied Volatility and Wang Transforms
This is the third part of Lesson 6. We continue the discussion about the estimation of volatility in the BSM framework, by dealing with implied volatility. After that, we start analysing the "distortions" we induce by moving from P to Q, and we also introduce a new measure D. Topics: 00:0
From playlist Financial Mathematics
PT-76, India-Pakistan War and Creation of Bangladesh (Armored Warfare/Wargame)
Hello and welcome to What Da Math! In this video, I will teach you a bit about 20th century history and use a game called Armored Warfare to talk about PT-76 and its influence of world history. In this video we will talk about India Pakistani war of 1971 and the liberation was in Banglad
From playlist History Through Video Games
Volatility Trading - Call and Put Options - Trading Tutorial
These classes are all based on the book Derivatives For The Trading Floor, available on Amazon at this link. https://amzn.to/3GdLi2s Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com/PatrickEBoyle What is volatility trading? Volatility
From playlist Class 4 The Greeks & Dynamic Hedging
Cavalry in WW1 - Between Tradition and Machine Gun Fire I THE GREAT WAR Special
This episode was supported by the Rock Island Auction Company: http://www.rockislandauction.com/ In their upcoming auction, you have the chance to acquire historic items from all ages including some of the cavalry gear seen in our video. The break between tradition and modern warfare wa
From playlist SPECIAL EPISODES - The Great War
On August 20, 1955, United States Air Force Colonel Horace A. Hanes set the world’s first supersonic world speed record in a North American Aviation F-100C Super Sabre. Although we are well into the supersonic age, aircraft that can exceed the speed of sound are still rare machines, and ma
From playlist US History
ElixirConf 2015 - Keynote: The Pendulum by Bruce Tate
Throughout history, the needs of the consumer, hardware limitations, and the capabilities of languages have set a pendulum in motion. At one side, the pendulum dictates that user interfaces be glorified forms with simple request-response semantics. At other times, the pendulum swings to th
From playlist ElixirConf 2015
Computer History: IBM SABRE Reservation System, American Airlines (1960 scheduling air fare flights)
American Airlines: IBM Computer History: Origin of the IBM SABRE Airline Reservation System, developed from 1957 to 1959, installed in 1960. The world’s first large scale electronic reservation system. Built utilizing IBM 7090 mainframe and technologies used in the Air Force’s missile def
From playlist Airlines, Airports, Automated Ticket Reservation Systems
Forecasting Time Series with Multiple Levels of Seasonality by Anupama Lakshmanan
SUMMER SCHOOL FOR WOMEN IN MATHEMATICS AND STATISTICS POPULAR TALKS (TITLE AND ABSTRACT) June 20, Monday, 17:00 - 18:00 hrs Anupama Lakshmanan (R-ladies) Title: Forecasting Time Series with Multiple Levels of Seasonality Abstract: Complex multiple seasonality is an important emerging c
From playlist Summer School for Women in Mathematics and Statistics - 2022
How Mixed Reality Game Trailers Are Made
Ever wonder how mixed reality videos are made showing users in virtual reality games like Beat Saber? That kind of compositing is done using the free LIV app, camera with HDMI output, video capture card, and green screen. We set up our studio to test some mixed reality and chat with LIV en
From playlist Video Games
The Cold War and the Santa Susana Field Laboratory
The History Guy remembers a forgotten front of the Cold War in the United States, the Santa Susana Field Laboratory in California, where the U.S. tested rocket engines for the space program, developed some of the first nuclear reactors and, unfortunately, caused an environmental concern.
From playlist History without War
Volatility Arbitrage - How does it work? - Options Trading Lessons
What is Volatility Arbitrage? Volatility arbitrage is a trading strategy that attempts to profit from the difference between the forecasted price-volatility of an asset, like a stock, and the implied volatility of options on that asset. These classes are all based on the book Trading and
From playlist Class 4 The Greeks & Dynamic Hedging
Serbian Uniforms of World War 1 I THE GREAT WAR Special
Serbia was already fighting in World War 1 before it actually spiralled into a global conflict, it had even already seen two wars in 1912 and 1913, so equipping the Serbian Army was a challenge right from the start. » HOW CAN I SUPPORT YOUR CHANNEL? You can support us by sharing our vide
From playlist SPECIAL EPISODES - The Great War