jokermant's channel
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10 months ago
Lil Wayne - On Fire
Music video by Lil Wayne performing On Fire. (C) 2010 Cash Money Records Inc.
jokermant
commented:
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1 year ago
Monte carlo simulation: Brownian motion
This is a classic building block for Monte Carlos simulation: Brownian motion to model a stock price. The periodic return (note the return is expre...
jokermant
commented:
Hi @bionicturtledotcom, is this the same approach to simulate Monte Caro VaR for a portfolio?
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1 year ago
jokermant
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1 year ago
Finding nth ordered loss (percentile) in historical simulation (HS) VaR
This is a review of three methods for finding the 95th percentile Value at Risk (VaR) in historical simulation (HS). In my opinion, none are wrong,...
jokermant
favorited
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1 year ago
Rollins College FIN 611 Feb 26 Part II
Value at risk with Monte Carlo simulation
jokermant
favorited
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1 year ago
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1 year ago
Rollins College FIN 611 Feb 26 Part I
Value at Risk with Monte Carlo simulation
jokermant
commented:
Any chance of getting the excel file this lecture is about?
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1 year ago
Value at Risk (VaR): Historical simulation for portfolio
This example is a portfolio of three stocks: GOOG, YHOO, and MSFT. Process is: 1. I calculated for each stock the historical series of daily period...
jokermant
commented:
Hi @bionicturtledotcom, any idea on how to simulate conditional VaR using the same method?
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1 year ago
How to download and install FM 2010 (TRUE VERSION!!!)
This is a tutorial to download and install FM 2010.
Here is the links:
Utorrent - http://www.utorrent.com/
Daemon Tools -http://www.baixaki.com.b...
jokermant
commented:
It works but when i resart my laptop it says i need to insert the disk...HELP!!!
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About jokermant's channel
Woooiiii....Laaa Laaaa.....She's On Fire...!!!