In finance, volatility (usually denoted by σ) is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices. Implied volatility looks forward in time, being derived from the market price of a market-traded derivative (in particular, an option). (Wikipedia).
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
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 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
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
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
Two-asset portfolio volatility
The very traditional (mean-variance) two asset portfolio volatility is largely a function of asset correlation/covariance.
From playlist Intro to Quant Finance
FRM: Intro to Quant Finance: Volatility
Volatility is the standard deviation of period returns. For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Intro to Quant Finance
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
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
Implied volatility | Finance & Capital Markets | Khan Academy
Courses on Khan Academy are always 100% free. Start practicing—and saving your progress—now: https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/black-scholes/v/implied-volatility Created by Sal Khan. Missed the previous lesson? Watch here: https://w
From playlist Options, swaps, futures, MBSs, CDOs, and other derivatives | Finance and Capital Markets | Khan Academy
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
1. Finance, Growth, and Volatility
MIT 14.772 Development Economics: Macroeconomics, Spring 2013 View the complete course: http://ocw.mit.edu/14-772S13 Instructor: Robert Townsend Prof. Townsend introduces the course to the students, explains the syllabus, and covers the topics of finance, growth, and volatility. Chapters
From playlist MIT 14.772 Development Economics: Macroeconomics, Spring 2013
Applied Portfolio Management - Class 1 - Risk & Return
All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Book Suggestions: Burton Malkiel, A Random Walk Down Wall Street (2007) https://amzn.to/2Hr2SW1 Roger Lowenstein, Buffett: The Making of an American Capitalist (2008) https://amzn.to/3hUkFl6 Jack Sc
From playlist Applied Portfolio Management
MIT 15.401 Finance Theory I, Fall 2008 View the complete course: http://ocw.mit.edu/15-401F08 Instructor: Andrew Lo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 15.401 Finance Theory I, Fall 2008
Introduction to the Black-Scholes formula | Finance & Capital Markets | Khan Academy
Created by Sal Khan. Watch the next lesson: https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/black-scholes/v/implied-volatility?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Missed the previous lesson? Watch here: https://www
From playlist Options, swaps, futures, MBSs, CDOs, and other derivatives | Finance and Capital Markets | Khan Academy
Excel Finance Class 99: US Capital Market History 5 Types Investments (2 Good Lessons)
Download Excel File: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Busn233Ch10.xlsx Download PowerPoints: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Bsun233Ch10.pptx Learn about US Capital Market History 5 Types Investments. See that see can learn two good lessons: 1.
From playlist Excel Finance Free Course at YouTube. Cash Flow Analysis and Model Building (110 Videos).
Seventeenth SIAM Activity Group on FME Virtual Talk
Date: Thursday, February 4, 2021, 1PM-2PM Speaker: Carol Alexander, University Sussex Title: Trading and Hedging Bitcoin Volatility Abstract: This talk is in three sections. It starts with a general overview of crypto asset markets, focussing on data complexities and the trading behavio
From playlist SIAM Activity Group on FME Virtual Talk Series
JP Morgan sues Tesla for $162 Million over warrants!
Patrick's Books: Statistics For The Trading Floor: https://amzn.to/3eerLA0 Derivatives For The Trading Floor: https://amzn.to/3cjsyPF Corporate Finance: https://amzn.to/3fn3rvC Patreon Page: https://www.patreon.com/PatrickBoyleOnFinance JP Morgan Chase is suing Tesla for $162 million
From playlist What is Happening In The Market?
Archive - Machine Learning for Risk Management: Forecasting Bitcoin Volatility
- Learn about Quantitative Finance and Risk Management using MATLAB: http://bit.ly/2KrVtSX Volatility forecasting is a common but still very important problem in finance, especially in risk management and quantitative finance. - Free eBook on Modeling Financial Risk: http://bit.ly/2HWX0m
From playlist Machine Learning for Finance
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