Все публикации

0:12:37

Low Default Portfolios (Part 2)

0:11:14

Low Default Portfolios (Part 1)

0:25:46

Pseudo-sums, contingent claims, and a generalized memoryless property

0:28:43

Brain Teasers: 13. 'A drunk man on a bridge'

0:07:16

Brain Teasers: 12. A simple symmetric random walk

0:20:55

Brain Teasers: 11. Expected number of tosses

0:30:27

Brain Teasers: 10. Winning in a Markov chain

0:12:05

Brain Teasers: 9. Tossing a die and American options.

0:02:50

Brain Teasers: 8. A little Bayes.

0:13:42

Brain Teasers: 7. Do we meet?

0:09:28

Brain Teasers: 6. Observing or not an event and its probability.

0:10:25

Brain Teasers: 5. Do you like anagrams?

0:07:19

Brain Teasers: 4. Is a series convergent?

0:09:20

Brain Teasers: 3. Pigeons, ants and occupancy

0:28:49

Risks and fat tails

0:09:21

Brain Teasers: 2. Divisibility by 9

0:04:59

Brain Teasers: 1. Series and Sums

0:01:40

R Intro AF teaser

0:17:58

Solution of Exercise 8 using Markov Chains

0:11:28

QRM 10-4: Model-Building with R Studio

0:30:52

QRM 10-3: The Model Building Approach

0:20:37

Fin Math L-12: Girsanov Theorem

0:13:03

QRM 10-2: The Greeks of a EU Call

1:35:07

QRM 10-1: The Greeks for Market Risk