Mathematical finance

Admissible trading strategy

In finance, an admissible trading strategy or admissible strategy is any trading strategy with wealth almost surely bounded from below. In particular, an admissible trading strategy precludes unhedged short sales of any unbounded assets. A typical example of a trading strategy which is not admissible is the . (Wikipedia).

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Long Put Options Trading Strategy

This video provides a basic introduction into the long put option trading strategy. This strategy has limited risk and an unlimited profit potential. The intrinsic value of the put option increases if the price of the stock declines. The extrinsic value of the put option decreases due t

From playlist Stocks and Bonds

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Long Call Options Trading Strategy

This video provides a basic introduction into the long call options trading strategy. This strategy has limited risk but an unlimited profit potential. The intrinsic value of the call option increases if the share price of the stock goes up. The extrinsic value of the call option decrea

From playlist Stocks and Bonds

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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

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What is a Protective Put? Options Trading Strategies

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 What is a Protective Put? A pr

From playlist Class 2: An Introduction to Options

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What is an Options Straddle? | Options Combinations | Trading Strategies

What is a Straddle? Options Trading Strategy - Options Combinations 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

From playlist Class 2: An Introduction to Options

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Basics of Stock Trading : Stock Trading Principles

Our first video on stock trading strategies. Here we talk about the most basic one out there! Code used in this video: https://github.com/ritvikmath/Time-Series-Analysis/blob/master/Stock%20Forecasting.ipynb

From playlist Stock Trading Principles

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What is a Put Spread? | Options Trading Strategies | Option Combinations

What is a Put Spread? - Options Trading Strategies 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://twitte

From playlist Class 2: An Introduction to Options

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Paolo Guasoni, Lesson I - 18 december 2017

QUANTITATIVE FINANCE SEMINARS @ SNS PROF. PAOLO GUASONI TOPICS IN PORTFOLIO CHOICE

From playlist Quantitative Finance Seminar @ SNS

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Daniel Balint: Discounting invariant FTAP for large financial markets

Abstract: For large financial markets as introduced in Kramkov and Kabanov 94, there are several existing absence-of-arbitrage conditions in the literature. They all have in common that they depend in a crucial way on the discounting factor. We introduce a new concept, generalizing NAA1 (K

From playlist Probability and Statistics

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Statistical Rethinking 2022 Lecture 10 - Counts & Confounds

Slides and other course materials: https://github.com/rmcelreath/stat_rethinking_2022 Music etc: Intro: https://www.youtube.com/watch?v=Qut2getKFT4 River Kelvin: https://www.youtube.com/watch?v=hh2Vs13sdNk Tide machine: https://www.youtube.com/watch?v=DmxLUb8g10Q Lego tides: https://www.y

From playlist Statistical Rethinking 2022

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Thirteenth SIAM Activity Group on FME Virtual Talk

Speakers: Damir Filipovic, EPFL and Swiss Finance Institute Title: A Machine Learning Approach to Portfolio Pricing and Risk Management for High-Dimensional Problems Moderator: Rene Carmona, Princeton University

From playlist SIAM Activity Group on FME Virtual Talk Series

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Judicaël Courant : Affectation dans l’enseignement supérieur : sélection et algorithmes

Résumé : Déléguer à une machine l'affectation des bacheliers dans le supérieur pose un certain nombre de questions : quels règles souhaite-t-on pour l'accès au supérieur ? Quels sont alors les objectifs assignés à la machine ? Quel algorithme permet de les atteindre ? Comment permettre à t

From playlist Combinatorics

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MBA Complete Guide For 2023 | Careers In MBA | MBA Career Guidance | Simplilearn

🔥Explore our Master Of Business Administration (MBA) with IU, Germany: https://www.simplilearn.com/global-mba-program-online-course?utm_campaign=MBACompleteGuideFor2023Shorts-5S1Xg6EqVoU&utm_medium=Descriptionff&utm_source=youtube This video on MBA Complete Guide For 2023 will acquaint y

From playlist Business And Management 🔥[2022 Updated]

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Referral Strategies

Here is the most effective Referral Information you will ever learn. These are Referral Strategies that will get you more referrals than any other method. I explain anchoring, the reciprocation principle and much more. Enjoy

From playlist Sales Techniques

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Stock Float Explained and Why it Matters

Want to Learn More ❓❓ Get info on My Strategy and Courses here: https://www.warriortrading.com/strategy/ 📈 Before we continue...👀 💰Remember, day trading is risky and most traders lose money. You should never trade with money you can’t afford to lose. Prove profitability in a simulator be

From playlist Warrior Trading: Day Trading Terminology

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A Solution to the Stable Marriage Problem: Emily Riehl Public Lecture

In her Perimeter Public Lecture webcast on May 12, 2021, mathematician Emily Riehl will examine the fascinating mathematics providing a solution to the stable marriage problem, including the sexist implications underlying it and some real-world applications. Riehl, an associate professor o

From playlist Public Lecture Series

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How to Apply to College | How to College | Crash Course

Crash Course: How to College is part of Study Hall, a partnership between ASU and Crash Course. Head over to our new Study Hall channel to check out our Fast Guide series which break down different college majors. Now that we're to the point of actually applying for college, things can g

From playlist How to College

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"RM Models for Online Advertising and On-Demand Platforms" by Philipp Afèche - Session IV

This mini-course focuses on revenue management applications in online advertising and on-demand platforms with time-sensitive customers that give rise to novel matching and queueing models. For example, online advertising platforms match impressions supply to advertiser demand, whereas on-

From playlist Thematic Program on Stochastic Modeling: A Focus on Pricing & Revenue Management​

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Portfolio Optimization API - Algorithmic Trading with Python and Quantopian p. 12

Once we've got combined alphas that we're happy with, we need to build a trading strategy. A major part of a trading strategy is figuring out how to best build your portfolio from the alphas, paying attention to various constraints like leverage, sector bias...etc. In this example, we use

From playlist Python Programming for Finance

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26C3: Europäische Biometriestrategien 4/7

Clip 4/7 Speaker: kosmo_k Die Automatisierung von Personenidentifizierung an der Grenze und die damit einhergehenden kontrollpolitischen Veränderungen. Der Vortrag beschäftigt sich mit der Frage der technischen und gesellschaftlichen Implikationen von Identifizierungstechniken, die P

From playlist 26C3: Here be dragons day 3

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