Mathematical finance

Realized variance

Realized variance or realised variance (RV, see spelling differences) is the sum of squared returns. For instance the RV can be the sum of squared daily returns for a particular month, which would yield a measure of price variation over this month. More commonly, the realized variance is computed as the sum of squared intraday returns for a particular day. The realized variance is useful because it provides a relatively accurate measure of volatilitywhich is useful for many purposes, including volatility forecasting and forecast evaluation. (Wikipedia).

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From playlist Random Variables

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Derivations.2.Derivation of Variance

This video is brought to you by the Quantitative Analysis Institute at Wellesley College. The material is best viewed as part of the online resources that organize the content and include questions for checking understanding: https://www.wellesley.edu/qai/onlineresources

From playlist Optional - Derivations

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Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the difference between the variance and the covariance. A variance (s^2) is a measure of how spread out the numbers of

From playlist COVARIANCE AND VARIANCE

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Further explanations and examples of standard deviation and variance

From playlist Unit 1: Descriptive Statistics

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In this video, Kelsey proves some properties of variance for continuous random variables.

From playlist Basics: Probability and Statistics

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How to find the number of standard deviations that it takes to represent all the data

👉 Learn how to find the variance and standard deviation of a set of data. The variance of a set of data is a measure of spread/variation which measures how far a set of numbers is spread out from their average value. The standard deviation of a set of data is a measure of spread/variation

From playlist Variance and Standard Deviation

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How to find the variance and standard deviation from a set of data

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From playlist Variance and Standard Deviation

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From playlist Random Variables

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Variance swap

A variance swap can be used to hedge tail risk. One counterparty (Sally the trader, in this example) pays a forward (fixed) variance in exchange for a future, REALIZED variance. So she is "long volatility" and will profit if the realized variance is greater than expected. The advantage of

From playlist Derivatives: Exotic Options

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In todays video we learn about variance swaps 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

From playlist Volatility and Variance Swaps

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From playlist Data Analytics and Geostatistics

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From playlist Spatial Data Analytics and Modeling

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From playlist Singular Learning Theory

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Program Cosmology - The Next Decade ORGANIZERS : Rishi Khatri, Subha Majumdar and Aseem Paranjape DATE : 03 January 2019 to 25 January 2019 VENUE : Ramanujan Lecture Hall, ICTS Bangalore The great observational progress in cosmology has revealed some very intriguing puzzles, the most i

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From playlist The Term Structure of Volatility

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From playlist Random Variables

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From playlist Random Talks

Related pages

Volatility (finance) | Variance | Realized kernel | Brownian motion