Mathematical finance

Separation property (finance)

A separation property is a crucial element of modern portfolio theory that gives a portfolio manager the ability to separate the process of satisfying investing clients' assets into two separate parts. The first part is the determination of the "optimum risky portfolio". This portfolio is the same for all clients. In one version, it has the highest Sharpe ratio. See mutual fund separation theorem for a discussion of other possibilities. It is the construction of a universal portfolio that is kept separate from the individual needs of each client. The second part is tailoring the use of that portfolio to the risk-aversive needs of each individual client. This is achieved through simulation of a given risk-return range by allocating the client's total investments partly to that universal portfolio and partly to the risk-free asset. (Wikipedia).

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Differential Equations: Separation of Variables

This video provides several examples of how to solve a DE using the technique of separation of variables. website: http://mathispower4u.com blog: http://mathispower4u.wordpress.com

From playlist First Order Differential Equations: Separation of Variables

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Ex 1: Initial Value Problem - Separation of Variables

This video provides an example of how to solve an initial value problem that requires the technique of separation of variables. Video Library: http://mathispower4u.com Search by Topic: http://mathispower4u.wordpress.com

From playlist First Order Differential Equations: Separation of Variables

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Ex 2: Initial Value Problem - Separation of Variables

This video provides an example of how to solve an initial value problem that requires the technique of separation of variables. Video Library: http://mathispower4u.com Search by Topic: http://mathispower4u.wordpress.com

From playlist First Order Differential Equations: Separation of Variables

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Ex 2: Differential Equations: Separation of Variables

This video solves a differential equation using separation of variables. Video Library: http://mathispower4u.com Search by Topic: http://mathispower4u.wordress.com

From playlist First Order Differential Equations: Separation of Variables

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Product Rule (1 of 2: It's Complicated...)

More resources available at www.misterwootube.com

From playlist Introduction to Differentiation

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Ex 1: Differential Equations: Separation of Variables

This video solves a differential equation using separation of variables. Video Library: http://mathispower4u.com Search by Topic: http://mathispower4u.wordress.com

From playlist First Order Differential Equations: Separation of Variables

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Prerequisites for continuity. What criteria need to be fulfilled to call a multivariable function continuous.

From playlist Advanced Calculus / Multivariable Calculus

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Josef Teichmann: An elementary proof of the reconstruction theorem

CIRM VIRTUAL EVENT Recorded during the meeting "Pathwise Stochastic Analysis and Applications" the March 09, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematician

From playlist Virtual Conference

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B01 An introduction to separable variables

In this first lecture I explain the concept of using the separation of variables to solve a differential equation.

From playlist Differential Equations

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From playlist Financial Markets (2011) with Robert Shiller

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Dependence Uncertainty and Risk - Prof. Paul Embrechts

Abstract I will frame this talk in the context of what I refer to as the First and Second Fundamental Theorem of Quantitative Risk Management (1&2-FTQRM). An alternative subtitle for 1-FTQRM would be "Mathematical Utopia", for 2-FTQRM it would be "Wall Street Reality". I will mainly conce

From playlist Uncertainty and Risk

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Kohei Tanaka (10/20/22): Sectional category for maps of finite spaces

We consider the sectional category of a map between finite T_0 spaces (posets) from a combinatorial viewpoint. We compute some examples of the sectional category (or number) for the McCord map, the weak homotopy equivalence on the barycentric subdivision, and the Fadell-Neuwirth fibration

From playlist Topological Complexity Seminar

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From playlist What is Happening In The Market?

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Another Evergrande? Fantasia Holdings Defaults!

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From playlist What is Happening In The Market?

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How to Create Cash Flow Statements in Excel Fast (Indirect Method)

Are you looking for a step-by-step guide to creating a Cash Flow Statement in Excel? Look no further! This video is perfect for anyone who wants to understand the basics of creating a Cash Flow Statement using the Indirect method in Excel. We will look at the 3 types of cash flows that go

From playlist Excel Tutorials

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Continuity vs Partial Derivatives vs Differentiability | My Favorite Multivariable Function

In single variable calculus, a differentiable function is necessarily continuous (and thus conversely a discontinuous function is not differentiable). In multivariable calculus, you might expect a similar relationship with partial derivatives and continuity, but it turns out this is not th

From playlist Calculus III: Multivariable Calculus (Vectors, Curves, Partial Derivatives, Multiple Integrals, Optimization, etc) **Full Course **

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Modern portfolio theory | Markowitz model | Mutual fund separation theorem | Sharpe ratio