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(189)
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Dollar duration of zero coupon bond
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Dollar duration of zero coupon bond
Here I use Mathetmatica to illustrate how the first derivative of the price of a z...
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Covariance matrix
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Covariance matrix
A covariance matrix, in finance, is a square matrix that contains covariances betw...
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How to scale autocorrelated returns
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How to scale autocorrelated returns
If we apply the square root rule (i.e., variance scales with time), we assume retu...
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Normal mixture distribution
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Normal mixture distribution
A normal mixture distribution can model fat tails
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Calculating normal variables
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Calculating normal variables
Typical application of random normal variable: what is probability that asset retu...
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Why we use log returns in finance
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Why we use log returns in finance
log returns
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Metallgesellsch aft case on hedg...
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Metallgesellsch aft case on hedging disasters
In MG, the underlyings were short positions in long-term forward contracts to deli...
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Surplus at risk (Pension VaR)
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Surplus at risk (Pension VaR)
Surplus as risk is value at risk (VaR) for a pension fund.
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Best hedge
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Best hedge
The best hedge is based on portfolio volatility in the mean-variance framework. Sp...
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Channel Comments
(36)
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CogitoErgoCogitoSum
(1 month ago)
Good work, but I suggest segregated playlists for ease of navigation.
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monkeylfe
(2 months ago)
hai, i truley enjoy ur excel base finance lessons, can you show us how to price convertible bonds and moving strike convertble bonds using excel next time?
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InMooseWeTrust
(2 months ago)
What programs do you use to make these videos?
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missedagain
(2 months ago)
I love you. Your videos are awesome and my econometrics prof is lazy and barely speaks english and gets angry at questions. You're a huge help. (And i've got a 96 in that class so i know it's not my lack of effort making me lash at out her).
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mpizos
(3 months ago)
hey!i got a work and i dont know very well excel..how can i use a map in excel to present up to the map some actions..for example the air emmissions of an area ..i need the map to be my backround..can u help?thanks anyway..
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bachadega
(3 months ago)
sir, is it possible for you to make a video about egarch and show how it is done... Thank you
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bachadega
(4 months ago)
Hello sir, I am doing arbitrage pricing theory for my thesis and I am told to do a multivariate regression. My question is what is the difference between multiple and multivariate regression? Hoping for your help.
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FrenzBenz
(4 months ago)
Very very very helpful this video guides!!! Compliments we are waiting for new videos
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MpLMx
(4 months ago)
Very helpful references to understand Excel based statistic tools... Thank you
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ruobingyang
(4 months ago)
Very good, thanks for uploading this!
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