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1
Introduction
2
Twotailed Mortality
3
Applications
4
Continued Value
5
Trading Implications
6
Tale of Two Tail
7
Optimal Capital Structure
8
Quiz Tape
9
Local Mortality Table
10
EPU
11
Mortality
12
Financial Crisis
13
Standard Deviation
14
Discussion
Description:
Explore the intricacies of size, volatility, and uncertainty in financial markets through this compelling lecture from the Brooklyn Quant Experience Lecture Series. Join Maggie Copeland as she delves into "A Tale of Two Tails," examining two-tailed mortality, applications, continued value, and trading implications. Discover insights on optimal capital structure, local mortality tables, and the impact of economic policy uncertainty (EPU) on financial markets. Analyze the effects of the financial crisis and standard deviation on market behavior. Engage in a thought-provoking discussion that bridges theoretical concepts with practical applications in quantitative finance and risk management.

Brooklyn Quant Experience - A Tale of Two Tails: Size, Volatility, and Uncertainty

New York University (NYU)
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