Financial risk modeling | Mathematical finance
A consistent pricing process (CPP) is any representation of (frictionless) "prices" of assets in a market. It is a stochastic process in a filtered probability space such that at time the component can be thought of as a price for the asset. Mathematically, a CPP in a market with d-assets is an adapted process in if Z is a martingale with respect to the physical probability measure , and if at all times such that is the solvency cone for the market at time . The CPP plays the role of an equivalent martingale measure in markets with transaction costs. In particular, there exists a 1-to-1 correspondence between the CPP and the EMM . (Wikipedia).
Effective Interest Rate (Effective Yield)
This video shows how to derive the effective interest rate formula for compounded and continuous interest. It also provides two examples on how to calculate effective interest rate. Site: http://mathispower4u.com Search: http://mathispower4u.wordpress.com
From playlist Finance: Simple and Compounded Interest
Effective Yield for Countinuous Interest
This video derives the effective yield formula and shows how to determine effective yield using the formula. http://mathispower4u.com
From playlist Finance: Simple and Compounded Interest
Unit 4 - practice problem 3 question
From playlist Courses and Series
Intro to Quant Finance: Periodic Rate of Return
Periodic rate of return
From playlist Intro to Quant Finance
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From playlist Applications of Definite Integration
From playlist Contributed talks One World Symposium 2020
Dollar Cost Averaging - A Passive Stock Investment Strategy
This video tutorial provides a basic introduction into dollar cost averaging - a passive stock investment strategy that allows you to earn a decent return when a stock or a mutual fund is in an uptrend. This strategy neutralizes the effect of short term volatility and takes the guesswork
From playlist Stocks and Bonds
Unit 6 - price controls part 1
From playlist Courses and Series
Rails Conf 2013 Incremental Design - A conversation with a designer and a developer
By Rebecca Miller-Webster and Savannah Wolf Developers: how many times have you had to completely rip out your hard earned code for a totally new site design? Designers: how many times has a re-design taken 4 times as long as the developer said it would and not looked good in the end? Ch
From playlist Rails Conf 2013
Ninth SIAM Activity Group on FME Virtual Talk
Speaker: Sergey Nadtochiy, Associate Professor of Applied Mathematics, Illinois Institute of Technology Title: A simple microstructural explanation of the concavity of price impact Abstract: I will present a simple model of market microstructure which explains the concavity of price impa
From playlist SIAM Activity Group on FME Virtual Talk Series
Risk-Aware Reinforcement Learning for Finance (SIAM FME)
SIAM Activity Group on FME Virtual Talk Series Join us for a series of online talks on topics related to mathematical finance and engineering and running every two weeks until further notice. The series is organized by the SIAM Activity Group on Financial Mathematics and Engineering. Spe
From playlist SIAM Activity Group on FME Virtual Talk Series
Fifteenth SIAM Activity Group on FME Virtual Talk
Date: Thursday, December 10, 1PM-2PM Early Career Talks Speaker 1: Dena Firoozi, HEC Montréal - University of Montreal Title: Belief Estimation by Agents in Major-Minor LQG Mean Field Games Speaker 2: Sveinn Olafsson, Columbia University Title: Personalized Robo-Advising: Enhancing Inves
From playlist SIAM Activity Group on FME Virtual Talk Series
Time series analysis for Financial Data by A. S. Vasudeva Murthy
Program Summer Research Program on Dynamics of Complex Systems ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATE : 15 May 2019 to 12 July 2019 VENUE : Madhava hall for Summer School & Ramanujan hall f
From playlist Summer Research Program On Dynamics Of Complex Systems 2019
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
Boost Your Search with Apache Solr | Solr Search Engine Tutorial | Edureka
( Apache Solr Certification Training - https://www.edureka.co/apache-solr-self-paced ) Watch Sample Recording : http://www.edureka.co/apache-solr?utm_source=youtube&utm_medium=referral&utm_campaign=boost-search-solr Apache Solr based on the Lucene Library, is an open-source enterprise Gr
From playlist Apache Solr Tutorial Videos
RailsConf 2021: rails db:migrate:even_safer - Matt Duszynski
It's been a few years, your Rails app is wildly successful, and your database is bigger than ever. With that, comes new challenges when making schema changes. You have types to change, constraints to add, and data to migrate... and even an entire table that needs to be replaced. Let's lea
From playlist RailsConf 2021
Unit 7 - practice problem 4 question
From playlist Courses and Series