Portfolio theories

Tangent portfolio

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Properties of Tangents Drawn to Circles (A)

GeoGebra Resource: https://www.geogebra.org/m/nPWzTnAq

From playlist Geometry: Dynamic Interactives!

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Tangent Tangent Angle Theorems - Circles & Arc Measures - Geometry

This geometry video tutorial provides a basic introduction into tangent tangent angle theorems as it relates to circles and arc measures. The sum of the minor arc and the tangent tangent angle is supplementary. The two angles add up to 180. This tutorial contains plenty of examples and

From playlist Geometry Video Playlist

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The Tangent Line and the Derivative (Calculus)

In calculus, you’ll often hear “The derivative is the slope of the tangent line.” But what is a tangent line? The definition is trickier than you might think. Tangent lines are important because they are the best way to approximate a curve using a line. We can then use the slope of the

From playlist Calculus

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Equations of Tangents & Normals

More resources available at www.misterwootube.com

From playlist Applications of Differentiation

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Tangents to Circles: 2 Dynamic Illustrations without Words

GeoGebra Link: https://www.geogebra.org/m/nPWzTnAq

From playlist Geometry: Dynamic Interactives!

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What is a tangent plane

The "tangent plane" of the graph of a function is, well, a two-dimensional plane that is tangent to this graph. Here you can see what that looks like.

From playlist Multivariable calculus

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Lecture 18 - The Capital Assets Pricing Model

This is Lecture 18 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

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Calculus AB Homework 3.1 The Sine and Cosine Functions

Download Packet: https://goo.gl/5At53F ================================= AP Calculus AB / IB Math SL Unit 3: Derivative Rules Lesson 1: The Sine and Cosine Functions =================================

From playlist AP Calculus AB

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Marginal value at risk (marginal VaR)

This is a review which follows Jorion's (Chapter 7) calculation of marginal value at risk (marginal VaR). Marginal VaR requires that we calculate the beta of a position with respect to the portfolio. For more financial risk videos, visit our website! http://www.bionicturtle.com

From playlist Value at Risk (VaR): Introduction

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How the portfolio possibilities curve (PPC) illustrates the benefit of diversification (FRM T1-7)

When correlations are imperfect, diversification benefits are possible. The portfolio possibilities curve illustrates this and it contains two notable points: the minimum variance portfolio (MVP) and the optimal portfolio (with the highest Sharpe ratio). At the end, I summarize four featur

From playlist Risk Foundations (FRM Topic 1)

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FRM: Why delta-neutral hedge is insufficient

Delta is not constant. Gamma gives the rate of change of delta (i.e., delta is first derivatives, and Gamma is second derivative). A delta-neutral portfolio is only temporarily (instantaneously) hedged. For more financial risk videos, visit our website! http://www.bionicturtle.com

From playlist Derivatives: Option Pricing

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Ses 15: Portfolio Theory III & The CAPM and APT I

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

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Find the point where their exist a horizontal tangent line

👉 Learn how to find the point of the horizontal tangent of a curve. A tangent to a curve is a line that touches a point in the outline of the curve. When given a curve described by the function y = f(x). The value of x for which the derivative of the function y, is zero is the point of hor

From playlist Find the Point Where the Tangent Line is Horizontal

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Risk Management Lesson 2B: the Greeks (second part)

Second part of the second lesson. Topics: - The Greeks (second part) Link to extra materials: https://www.dropbox.com/s/8cpekvo7w8msdtk/exercises_lesson2.pdf

From playlist Risk Management

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FRM: Option delta

Delta is one of the option Greeks. It gives the sensitivity of the call option value to changes in stock price. In this example, a delta of 0.61 implies we can hedge a long position in 61 shares by writing (i.e., taking a short position in 100 call options. But note delta is a linear appro

From playlist Derivatives: Option Pricing

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What is the tangent line?

► My Derivatives course: https://www.kristakingmath.com/derivatives-course Tangent lines are absolutely critical to calculus; you can’t get through Calc 1 without them! In this video, we’re talking all about the tangent line: what it is, how to find it, and where to look for vertical and

From playlist Popular Questions

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Ivan Guo: Stochastic Optimal Transport in Financial Mathematics

Abstract: In recent years, the field of optimal transport has attracted the attention of many high-profile mathematicians with a wide range of applications. In this talk we will discuss some of its recent applications in financial mathematics, particularly on the problems of model calibra

From playlist SMRI Seminars

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QRM 10-1: The Greeks for Market Risk

Lesson 10 is devoted to the model building approach to market risk. To use such an approach, we need some basic tools from financial mathematics and basic risk management, an example being the Greeks and duration (which nevertheless is linked to the Greeks). For those of you who are not fa

From playlist Quantitative Risk Management

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Tangent Properties - Circle Geometry (Tangent is perpendicular to radius)

More resources available at www.misterwootube.com

From playlist Circle Geometry

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