Using the market price for an option on Google's stock, I use Excel's GOAL SEEK function to estimate implied volatility. Implied volatility is a reverse-engineering exercise: we find the volatility that produces a MODEL VALUE = MARKET PRICE. For more financial risk videos, visit our websit
From playlist Volatility
FRM: Repo (repurchase agreement)
A repo is a secured loan. In August of 2007, repo lenders increased haircuts (initial margin) on repo transactions. The led to a run on the shadow banking system. For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Credit Risk: Counterparty
Annual Percentage Rate vs Annual Percentage Yield
This video explains how to determine the annual percentage rate (APR) charged by a payday loan company and how to calculate the annual percentage yield charged by a credit card company. Investing In Bonds: https://www.youtube.com/watch?v=OnkmoSTeHuc The Dividend Yield: https://www.youtub
From playlist Personal Finance
Forward rates are implied by zero rates (FRM T3-11)
[my xls is here https://trtl.bz/2HMQkUU] Forward rates link two zero (aka, spot) rates by ensuring your expected return is the same between two choices: (1) invest at the longer-term spot rate versus (2) invest at the shorter-term spot rate and "roll over" into the implied forward rate. Th
From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
Review Questions (1 of 2: Flat Rate Loans & Monthly Deductible Loans)
More resources available at www.misterwootube.com
From playlist Investments and Loans
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
Swaps and Credit Derivatives - Revision Lecture
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 Revision Lectures
Implied Volatility & Expected Range Using Confidence Levels - Options Trading Concepts
This options trading video provides a basic introduction on implied volatility and how it affects the prices of options. It also describes how to use IV to calculate a stock's expected trading range within a given time period at a 68% confidence level. Long Call Options Trading Strategy:
From playlist Stocks and Bonds
Determining The Value of an Annuity
This video defines an annuity and uses a formula to determine the value of an annuity over a period of time. http://mathispower4u.wordpress.com/
From playlist Financial Math
Financial Markets & Products Part -1| Interest Rates | Time Value Of Money | Simplilearn
🔥Explore Our Free Courses With Completion Certificate by SkillUp: https://www.simplilearn.com/skillup-free-online-courses?utm_campaign=Skillup&utm_medium=DescriptionFirstFold&utm_source=youtube This video explains the: 1.Interest Rates 2.Yield Rate 3.Spot Rate 4.Forward Rate 5.Forward Rate
From playlist FRM Tutorial | Financial Risk Management Tutorial | Simplilearn
Financial Derivatives - Lecture 7 - Forward Rate Agreements & Swaps
These full length lectures are being provided for students who are unable to attend live university lectures due to the public health issues associated with Covid 19. I will return to my standard YouTube video format shortly. Buy The Book Here: https://amzn.to/2Qdj9zu Visit our website.
From playlist Full Financial Derivatives Lectures
Postpublication Peer Review of Jupyter Notebooks Referenced in Articles on PubMed Central
Daniel Mietchen (University of Virginia) Jupyter notebooks are a popular option for sharing data science workflows. Daniel Mietchen shares best practices for reproducibility and other aspects of usability (documentation, ease of reuse, etc.) gleaned from analyzing Jupyter notebooks refere
From playlist JupyterCon
The Fed's Money "Printing" Explained
You can now support me on https://www.patreon.com/thehatedone and get access to more exclusive content. The U.S. Federal Reserve creates free money for those who are "creditworthy", which artificially raises their wealth, indebts the poor, and inflates money on people's savings. It's tim
From playlist Decrypted Lies
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
Reviewing Your Data Science Projects - Episode 1 (Exploratory Analysis)
In this video I review a subscriber submitted data science project. I evaluate his github profile and dive into an exploratory analysis that he did. I make a few recommendations on how he could improve his data science project portfolio to appeal more to potential employers. Edit: Justi
From playlist Data Science Jobs
Marie-Claire Quenez: European and american optionsin a non-linear incomplete market with default
HYBRID EVENT Recorded during the meeting "Advances in Stochastic Control and Optimal Stopping with Applications in Economics and Finance" the September 12, 2022 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video a
From playlist Probability and Statistics
Lecture 10: Ledgers and Management
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
26. The Leverage Cycle and Crashes
Financial Theory (ECON 251) In order to understand the precise predictions of the Leverage Cycle theory, in this last class we explicitly solve two mathematical examples of leverage cycles. We show how supply and demand determine leverage as well as the interest rate, and how impatienc
From playlist Financial Theory with John Geanakoplos
Third SIAM Activity Group on FME Virtual Talk
Speaker: Bruno Dupire, Head of Quantitative Research, Bloomberg LP Title: The Geometry of Money and the Perils of Parameterization Abstract: Market participants use parametric forms to make sure prices are orderly aligned. It may prevent static arbitrages but could it lead to dynamic arb
From playlist SIAM Activity Group on FME Virtual Talk Series
FRM: Key rate shift: calculation
Yesterday I talked about the conceptual difference between traditional duration and key rate shift; i.e., duration assumes all rates shift in parallel, but a key rate shift assumes only a local key rate shift (and neighboring rates). In this screencast, I show an actual key rate duration c
From playlist Bonds: Sensitivities