Low Default Portfolios (Part 1)
A Low Default Portfolio (LDP) is a portfolio characterized by a low number of defaults. Too simple? Citing the BCBS (Basel Committee on Banking Supervision): Several types of portfolios may have low numbers of defaults. For example, some portfolios historically have experienced low numb
From playlist Topics in Credit Risk Modelling
From playlist CS50 Walkthroughs (Problem Sets)
How do you risk manage portfolios that contain financial derivatives?
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 Derivatives are specific types
From playlist Risk Management
How the portfolio possibilities curve (PPC) illustrates the benefit of diversification (FRM T1-7)
When correlations are imperfect, diversification benefits are possible. The portfolio possibilities curve illustrates this and it contains two notable points: the minimum variance portfolio (MVP) and the optimal portfolio (with the highest Sharpe ratio). At the end, I summarize four featur
From playlist Risk Foundations (FRM Topic 1)
The best hedge is based on portfolio volatility in the mean-variance framework. Specifically, 1. Given a current portfolio with value (W), and 2. Given an asset (A) with correlation (rho) to the portfolio, 3. What is the trade that produces the minimum volatility for the new portfolio (W+a
From playlist Intro to Quant Finance
A New Balancing Method for Solving Parametric Max Flow
March 14, 2007 lecture by Bin Zhang for the Stanford University Computer Systems Colloquium (EE 380). A new, simple and fast algorithm finds a sequence of nested minimum cuts of a bipartite parametric flow network. Instead of working with the original parametric flow-network, the new meth
From playlist Course | Computer Systems Laboratory Colloquium (2006-2007)
PMP® Training Videos | PMP Certification Training Video | PMBOK 5th Edition Training | Simplilearn
This PMP® Training video will give an introduction to PMP® Certification Course offered by Simplilearn. This video will define PMI® and PMP® Certification along with PMP® exam requirements and describes PMP® exam outline and syllabus. 🔥Free Project Management Course: https://www.simplilear
From playlist PMP Tutorial For Beginners | PMP Tutorial [2022 Updated]
Ivan Guo: Stochastic Optimal Transport in Financial Mathematics
Abstract: In recent years, the field of optimal transport has attracted the attention of many high-profile mathematicians with a wide range of applications. In this talk we will discuss some of its recent applications in financial mathematics, particularly on the problems of model calibra
From playlist SMRI Seminars
Stock Market Investing the Right Way
I explain how to create a perfect portfolio. Also I show you how a professional invests in the stock market. Don't Buy Stock if you Don't Think.
From playlist Random Videos
An easy to understand and easy to use method that I use to pick stocks! Link to the code : https://github.com/ritvikmath/Time-Series-Analysis/blob/master/Investing.ipynb Link to file containing ticker data : https://github.com/ritvikmath/Time-Series-Analysis/blob/master/series_tickers.p
From playlist Stock Trading Principles
Excel Finance Class 109: Beta For Portfolio
Download Excel File: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Busn233Ch11.xlsx Download PowerPoints: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Busn233ch11.pptx See how to calculate Beta (Systematic Risk) for a portfolio of stocks.
From playlist Excel Finance Free Course at YouTube. Cash Flow Analysis and Model Building (110 Videos).
Gerhard Larcher: Two concrete FinTech applications of QMC
I present the basics and numerical result of two (or three) concrete applications of quasi-Monte-Carlo methods in financial engineering. The applications are in: derivative pricing, in portfolio selection, and in credit risk management. VIRTUAL LECTURE Recording during the meeting "Q
From playlist Virtual Conference
Webinar: How to Innovate Faster and Better During COVID-19
Learn more at https://online.stanford.edu/programs/stanford-innovation-and-entrepreneurship-certificate Don’t let this time of uncertainty result in the end to your innovation and creativity. With crises comes an opportunity to rethink strategy, reimagine what’s possible, and take your or
From playlist Stanford Webinars
6. Guest Speaker David Swensen
Financial Markets (2011) (ECON 252) 00:00 - Chapter 1. Introduction, Overview, and "Barron's" Criticism of the Swensen Approach to Endowment Management 15:49 - Chapter 2. Asset Allocation 30:38 - Chapter 3. Market Timing 37:16 - Chapter 4. Security Selection 46:02 - Chapter 5. "Barron's
From playlist Financial Markets (2011) with Robert Shiller
Ilya Molchanov: Set-valued risk measures of non-convex portfolios
Abstract: Non-convex random sets of admissible positions naturally arise in the setting of fixed transaction costs or when only a finite range of possible transactions is considered. The talk defines set-valued risk measures in such cases and explores the situations when they return convex
From playlist Probability and Statistics
Stanford ENGR108: Introduction to Applied Linear Algebra | 2020 | Lecture 47-VMLS portfolio optim
Professor Stephen Boyd Samsung Professor in the School of Engineering Director of the Information Systems Laboratory To follow along with the course schedule and syllabus, visit: https://web.stanford.edu/class/engr108/ To view all online courses and programs offered by Stanford, visit:
From playlist Stanford ENGR108: Introduction to Applied Linear Algebra —Vectors, Matrices, and Least Squares
Risk Management Lesson 1: Risk, Risk Management and the Efficient Frontier
First class of the Risk Management course I teach in the Minor Finance of TU Delft (2019/2020), The Netherlands. Contents: - risk management as a discipline - the aims of risk management - what is risk? - basic epistemology of risk - first tools: expected return, standard deviation - the
From playlist Risk Management
Stock Market Predictions : Python for Finance 10
In previous videos we made a wonderful investment portfolio and now we will use regression analysis to make stock market predictions about the future performance of our portfolio. I’ll be using the ARIMA model for making stock market predictions in this video. It focuses on trying to fit
From playlist Python for Finance
FinMath L3-2: Risk-neutral measures and self-financing portfolios
Welcome to Lesson 3 of Financial Mathematics (Part 2). In this second half of the lesson, we discuss important topics like self-financing portfolio, risk neutral measures and their basic properties, and the concept of arbitrage. All these tools are essential in financial mathematics, and t
From playlist Financial Mathematics
Leda Braga: Data science and its role in investment strategy
The CEO of Systematica Investments discusses how her company employs technology to achieve returns. As the first financial services industry speaker at the Women in Data Science (WiDS) conference, keynote presenter Leda Braga, CEO of Systematica Investments, introduced attendees to the ro
From playlist Women in Data Science Conference (WiDS) 2018