How Jim Simons and a Group of Unlikely Mathematicians Solved the Market and Launched a Quantitative Revolution
In this video Gregory Zuckerman explains how a group of unlikely Mathematicians launched a quantitative revolution.
In this video Gregory Zuckerman explains how a group of unlikely Mathematicians launched a quantitative revolution.
Market Maker Positioning and the Recent Market Meltdown
In this video, Hari P. Krishnan discusses the internal market factors that increased the violence of the equity market meltdown in February and March 2020, focussing specifically on the role options market makers (or "dealers") played in the crisis.
In this video, Hari P. Krishnan discusses the internal market factors that increased the violence of the equity market meltdown in February and March 2020, focussing specifically on the role options market makers (or "dealers") played in the crisis.
Neural Parametric Models: Novel Modelling Methods in Finance
In this talk, Thijs van den Berg presents a novel generic machine learning modelling method to learn and extract parametric models and calibration algorithm directly from data.
In this talk, Thijs van den Berg presents a novel generic machine learning modelling method to learn and extract parametric models and calibration algorithm directly from data.
Principal Component Analysis for Financial Time Series
This video covers; Principal component analysis (PCA) with illustrations using Python.
This video covers; Principal component analysis (PCA) with illustrations using Python.
LIBOR - Don't Fallback, Step Forward
In this video Dr Marc Henrard reflects on what will happen with the expected discontinuation of the LIBOR publication.
In this video Dr Marc Henrard reflects on what will happen with the expected discontinuation of the LIBOR publication.
Asset Liability Models that are Useful in Practice
This talk is a tutorial on asset liability models for pension funds, insurance companies.
This talk is a tutorial on asset liability models for pension funds, insurance companies.
The Different Truths of IR Volatility Modeling: About Normality and Black’s Immortality
The talk gives an overview of the current “SME Rates Vol Model status quo”, its current challenges and their implications.
The talk gives an overview of the current “SME Rates Vol Model status quo”, its current challenges and their implications.
Volatility Inputs for Convertible Bond Pricing with Jump to Default
In this talk Pedro discusses modeling convertible bonds, the effect of credit spread, using volatility as an input, the exercise of a convertible bond and implying volatility from a convertible bond market price.
In this talk Pedro discusses modeling convertible bonds, the effect of credit spread, using volatility as an input, the exercise of a convertible bond and implying volatility from a convertible bond market price.
Some Things I Have Learned About Volatility Over the Years
In this keynote presentation from the Quant Insights conference in 2017 Paul discusses volatility, why it matters and how you can make money from it.
In this keynote presentation from the Quant Insights conference in 2017 Paul discusses volatility, why it matters and how you can make money from it.
Zero to AI (7/7)
In this video series Jon McLoone introduces the main concepts of machine learning in approximately 60 minutes.
In this video series Jon McLoone introduces the main concepts of machine learning in approximately 60 minutes.
