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
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
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
11 Types of Taxes: Sales, Income, Capital Gains, and More
We know that government spending is funded by taxes. But how are these taxes collected? What should be taxed? Essentially there are three types of taxes. Taxes on what you buy, taxes on what you own, and taxes on what you earn. But more specifically, we have all heard of income taxes, capi
From playlist Economics
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
Ses 17: The CAPM and APT III & Capital Budgeting I
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
Asset Allocation Strategies for the New Decade
Martin Leibowitz, Managing Director, Morgan Stanley; Robert Litterman, Retired Partner, Goldman Sachs & Co.; and John L. (Launny) Steffens, Founder, Spring Mountain Capital June 17, 2010 The Einstein Legacy Society recognizes those friends of the Institute who have made a planned gift or
From playlist Einstein Legacy Society
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
MIT 15.S12 Blockchain and Money, Fall 2018 Instructor: Prof. Gary Gensler View the complete course: https://ocw.mit.edu/15-S12F18 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP63UUkfL0onkxF6MYgVa04Fn In this session, Prof. Gensler discusses how public policy relates t
From playlist MIT 15.S12 Blockchain and Money, Fall 2018
This is Lecture 17 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [http://www.cs.sunysb.edu/~skiena/] at Hong Kong University of Science and Technology in 2008. The lecture slides are available at: http://www.algorithm.cs.sunysb.edu/computationalfinance/pd
From playlist COMP510 - Computational Finance - 2007 HKUST
Applied Portfolio Management - Class 2 - Asset Classes & Returns
All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Todays class is all about investment asset classes. We examine the different types of investment an investor can put their savings in and try to work out the expected return of these asset classes,
From playlist Applied Portfolio Management
Canadian Senate Testimony on Bitcoin
Andreas M. Antonopoulos presents expert witness testimony to the Canadian Senate Banking and Commerce Committee on October 8th 2014. He is a technologist and serial entrepreneur who has become one of the most well-known and respected figures in bitcoin. This talk is featured in The Intern
From playlist English Subtitles - aantonop Videos with subtitles in English
Unit 5 - taxes efficiency part 2
From playlist Courses and Series
Investing 101: Everything you Need to Know [Full Course]
Do you want to know how to invest like the Pros? Maybe you just want to be able to afford a house one day or retire early? Everyone has to get started somewhere - so in this Investing 101 course, we’re going to take you through everything that you need to know about investing. We’ll star
From playlist Concerning Finance
Terry Karl, Gildred Professor of Latin American Studies and professor of Political Science at Stanford University, discusses overcoming the resource curse. The Energy Seminar meets weekly during the academic year. For a list of upcoming talks, visit the events page at the Woods Institute f
From playlist Lecture Collection | Energy Seminar
FRM: How to calculate (simple) historical volatlity
Historical daily volatility is the square root of the daily variance estimate. If we assume 1. mean return = 0 and 2. MLE rather than unbiased estimate, then daily variance is AVERAGE SQUARED RETURN. For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Volatility
Stanford Webinar - Financing Innovation: Common Mistakes Even Great Investors Make
Innovation cannot happen without the funding to bring an idea to life. In this webinar Stanford Professor Peter DeMarzo, Senior Associate Dean of the Graduate School of Business and instructor within the Stanford Innovation and Entrepreneurship certificate, discusses how to value ideas and
From playlist Stanford Webinars
16. Central Banks & Commercial Banking, Part 2
MIT 15.S12 Blockchain and Money, Fall 2018 Instructor: Prof. Gary Gensler View the complete course: https://ocw.mit.edu/15-S12F18 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP63UUkfL0onkxF6MYgVa04Fn Prof. Gary Gensler continues the discussion about central banks and
From playlist MIT 15.S12 Blockchain and Money, Fall 2018
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