Strike rate refers to two different statistics in the sport of cricket. Batting strike rate is a measure of how quickly a batter achieves the primary goal of batting, namely scoring runs, measured in runs per 100 balls; higher is better. Bowling strike rate is a measure of how quickly a bowler achieves the primary goal of bowling, namely taking wickets (i.e. getting batters out)measured in balls per wicket; lower is better. For bowlers, economy rate is a more frequently discussed statistic. Both strike rates are relatively new statistics, having only been invented and considered of importance after the introduction of One Day International cricket in the 1970s. (Wikipedia).
Average Rate of Change Examples
In this video we see two examples of word problems involving the average rate of change. Remember the average rate of change formula: (f(b) - f(a))/(b-a)
From playlist Calculus
This is a short video tutorial on unit ratios...also called unit rates. For interactive applets, worksheets, and more videos go to http://www.mathvillage.info
From playlist All about ratios and proportions
From playlist a. Numbers and Measurement
Introduction to Rates of Range: Average Rate of Change and Instantaneous Rate of Change
Introduction to Rates of Range: Average Rate of Change and Instantaneous Rate of Change
From playlist Calculus 1 Exam 2 Playlist
Introduction to Engagement Rate | Marketing Analytics for Beginners | Part-12
Engagement rate measures the amount of interaction the content is generating relative to reach, impressions, and views. Engagement rate is one of the core metrics to measure the success of a digital marketing campaign. This video discusses the importance of engagement rate and different
From playlist Marketing Analytics for Beginners
Irrigation Efficiencies - Part 1
From playlist TEMP 1
From playlist MATH 1324: Finite Mathematics
Financial Option Theory with Mathematica -- Black/Scholes PDE and Heat Equation
This is my second session of my track about Financial Option Theory with Mathematica. I develop the Black/Scholes PDE, then develop the heat equation from it, and then round-trip back from the heat equation to the BSPDE. I develop the Greeks and show how to use CUDA from Mathematica for a
From playlist Financial Options Theory with Mathematica
Lecture 7 - Bounds on Option Prices
This is Lecture 7 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [http://www.cs.sunysb.edu/~skiena/] at Hong Kong University of Science and Technology in 2008. The lecture slides are available at: http://www.algorithm.cs.sunysb.edu/computationalfinance/pdf
From playlist COMP510 - Computational Finance - 2007 HKUST
Financial Option Theory with Mathematica -- Volatility, and direct solution of PDEs
This is my third session of my track about Financial Option Theory with Mathematica. I first develop two methods to compute historical volatility of a stock. Next I do the same for an estimate of the historical appreciation rate. I then come to the very important topic of the implied volat
From playlist Financial Options Theory with Mathematica
Lecture 12 - Financial Time Series Data
This is Lecture 12 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [http://www.cs.sunysb.edu/~skiena/] at Hong Kong University of Science and Technology in 2008. The lecture slides are available at: http://www.algorithm.cs.sunysb.edu/computationalfinance/pd
From playlist COMP510 - Computational Finance - 2007 HKUST
QUANTITATIVE FINANCE 2: We don't use Black-Scholes, the simpler derivation vindicating Bachelier.
How instead of using the limit of dt (dynamic hedging) one uses the limit of dK (static hedging, K is the strike) and one can use Bachelier's formula.
From playlist QUANT FINANCE TOPICS
Financial Options Theory with Mathematica -- American Options
In my fourth session of my Financial Options Theory with Mathematica track I introduce the American Options. The right to exercise the option before the expiration (and not just *at* expiration) brings with it a whole slew of new pricing challenges. I introduce the Linear Complementarity P
From playlist Financial Options Theory with Mathematica
Factors That Impact Option Prices
Factors That Impact Option Prices - Option Trading 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://twitte
From playlist Class 2: An Introduction to Options
19. Black-Scholes Formula, Risk-neutral Valuation
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Vasily Strela This is a lecture on risk-neutral pricing, featuring the Black-Scholes formula and risk-neutral valuation. License: Creative Commons
From playlist MIT 18.S096 Topics in Mathematics w Applications in Finance
Exotic option: exchange option (FRM T3-47)
[my xls is here https://trtl.bz/2C9PEXC] Instead of a fixed exercise price, an exchange option has an exercise price linked to some other asset. In my illustrated example here, the exchange option holder will pay (as the exercise price) 80X the price of silver in exchange for receiving one
From playlist FM&P: Intro to Derivatives: Exotic options (FRM Topic 3)
Hey econ students! I made this video to help you understand unemployment. Make sure you can calculate the unemployment rate and the labor force participation rate. Also, make sure you know the three types of unemployment and why full employment is not 0% unemployment. Please like and subsc
From playlist Macro Unit 2: Economic Indicators and the Business Cycle