Statistics Lecture 7.2: Finding Confidence Intervals for the Population Proportion
https://www.patreon.com/ProfessorLeonard Statistics Lecture 7.2: Finding Confidence Intervals for the Population Proportion
From playlist Statistics (Full Length Videos)
Computing z-scores(standard scores) and comparing them
Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Computing z-scores(standard scores) and comparing them
From playlist Statistics
How to find the 20th and 80th percentile of a data set
👉 Learn how to find the percentile of a data set. The kth percentile of a data set is the data value that appeared in the kth position after the dataset has been divided into 100 equal parts. Thus to find the kth percentile of a dataset, we first divide the dataset into 100 equal parts, an
From playlist Statistics
Determine the Percent of Data an Number of Values Below and Above a Quartile
This video explains how to determine the percent and number of values at or below as well as at or above a given quartile. http://mathispower4u.com
From playlist Statistics: Describing Data
Determine if the Given Value is from a Discrete or Continuous Data Set MyMathlab Statistics
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From playlist Statistics
Statistics: Ch 4 Probability in Statistics (12 of 74) Relative VS Cumulative Relative Frequency
Visit http://ilectureonline.com for more math and science lectures! To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will graphically examine the differences between relative frequency vs cumulative relative frequency. Next video in this series c
From playlist STATISTICS CH 4 STATISTICS IN PROBABILITY
Statistics Lecture 3.4: Finding Z-Score, Percentiles and Quartiles, and Comparing Standard Deviation
https://www.patreon.com/ProfessorLeonard Statistics Lecture 3.4: Finding the Z-Score, Percentiles and Quartiles, and Comparing Standard Deviation
From playlist Statistics (Full Length Videos)
How to Create a Frequency Table – Simple, Cumulative, Relative Frequency & Percentile (3-3)
Now that we understand what frequency is, we will create a frequency table. The table will include columns for our variable, simple frequency, relative frequency, cumulative frequency, and percentiles. The term simple frequency refers to the number of times a score occurs in the data se
From playlist WK3 Frequency - Online Statistics for the Flipped Classroom
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)
FRM: Comparison of spot curve, forward curve and bond yield
A simple comparison using a 2.5 year $100 par 6% semiannual coupon bond. Spot rate: the yield for each cash flow that treats the cash flow as a zero-coupon bond. A coupon-paying bond is a set of zero-coupon bonds. Forward rate: the implied forward rates that make an investor indifferent to
From playlist Bonds: Introduction
Convexity and risk premium impacts on shape of term structure (FRM T5-08)
In this video, I'm going to try to illustrate all of the important ideas that are in Tuckman's Chapter 8: The Evolution of Short Rates and the Shape of the Term Structure. This chapter discusses the shape of the term structure and the key influences on the shape of the spot rate term struc
From playlist Market Risk (FRM Topic 5)
Fixed Income: Infer discount factors, spot, forwards and par rates from swap rate curve (FRM T4-25)
Financial Risk Manager (FRM, Topic 4: Valuation and Risk Models, Fixed Income, Bruce Tuckman Chapter 2, Spot, Forward and Par Rates). Given the swap rate curve, we can infer the discount function (i.e., set of discount factors), spot rate curve, forward rate curve and par yield curve. Disc
From playlist Valuation and RIsk Models (FRM Topic 4)
FRM: Calculate forward given spot rate
Given a 2.0 year spot and a 1.5 year spot, we want to solve for the six month forward staring in 1.5 years. That's the forward rate denoted by 1f3 or 0.5f1.5. For more financial risk management videos, visit our website! http://www.bionicturtle.com.
From playlist Bonds: Introduction
FRM: Bootstrapping the Treasury spot rate curve
The theoretical spot rate curve is different than the par yield curve. Here is how to bootstrap the spot rate. For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Bonds: Introduction
Ses 5: Fixed-Income Securities II
MIT 15.401 Finance Theory I, Fall 2008 View the complete course: http://ocw.mit.edu/15-401F08 Instructor: Andrew Lo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 15.401 Finance Theory I, Fall 2008
Implied forward rate under continuous compounding
Given two spot rates (e.g., 2 year and 1.5 year) we can infer the market implied forward rate (the six month rate in 1.5 years). Shown under discrete (semiannual) and continuous compounding.
From playlist Bonds: Introduction
Cumulative probability of default on risky bond
If we are given two spot rate term structures (spot rates for Treasuries and for risky corporate bond), the question is, what is the 2-year cumulative probability of default (PD)? We take THREE STEPS: 1. Compute 1-year forward rates; 2. Compute marginal probability of defaults; 3. Compute
From playlist Credit Risk: Introduction
Why par yields are the best interest rate measure
Par yields are the best interest rate because they summarize the spot rate term structure into a single yield measure. I also show the so-called "coupon effect" which is also an argument in favor of par yields. But I think the better reason is their information content. Yield to maturity (
From playlist FRM applications
Irrigation Efficiencies - Part 1
From playlist TEMP 1