A Simple Law for the Distribution of Long-term Profits
Explore the distribution of long-term profits among US firms, examining statistical models and their implications for understanding economic dynamics and 'superstar' effects.
Option Pricing Bottom Up and Top Down
Explore option pricing methodologies, from classic bottom-up to innovative top-down approaches, analyzing their strengths and applications in financial markets.
Optimal Execution with Quadratic Variation Inventories - BQE Lecture Series
Explore optimal execution strategies in financial markets, focusing on quadratic variation inventories and automated trading, with insights from Princeton researcher Laura Leal.
A Factor Model of Company Valuation - BQE Lecture Series
Explore a factor model for company valuation with Prof. Liuren Wu, covering topics like liquidity, evaluation factors, and value investing in this insightful finance lecture.
Brooklyn Quant Experience Lecture Series - Financial Derivatives and Collateral Liquidity
Explore financial derivatives, risk management, and regulatory impacts with expert Samim Ghamami in this insightful lecture on quantitative finance and economic modeling.
Brooklyn Quant Experience - In Pursuit of Samuelson: Studies of Commodity Volatilities and Correlations
Explore commodity volatilities, correlations, and the Samuelson Effect in financial markets. Gain insights into seasonal commodities and modeling techniques for market dynamics.
A Smarter Model Risk Management Discipline - Making Smarter Models
Explore smart model risk management strategies, including identity tokens and usage tracking, to enhance financial modeling practices and regulatory compliance.
Random Planar Geometry and the Directed Landscape
Dive into random planar geometry and the directed landscape, exploring universal scaling limits in random metrics and interface growth models with Duncan Dauvergne.
Excel Worksheet Formulas & Models – Everything You Ever Wanted to Know
Comprehensive guide to Excel formulas, covering various types, editing modes, and practical applications through real-world models. Ideal for mastering advanced spreadsheet techniques.
Lookup Functions and Formulas in Excel 2016 - Comprehensive Lessons with 20 Examples
Comprehensive tutorial on Excel lookup functions with 20 practical examples, covering VLOOKUP, HLOOKUP, INDEX, MATCH, and LOOKUP for data retrieval and analysis.
Conditional Calculations with Excel Formulas - Comprehensive Lessons
Comprehensive guide to conditional calculations in Excel, covering AND/OR functions, SUMIFS, array formulas, and more. Ideal for mastering complex data analysis techniques.
Financial Forecasting and Modeling Course
Learn essential financial forecasting and modeling techniques, including understanding financial statements, defining objectives, identifying key variables, and practical exercises for real-world application.
Financial Analytics with Python in Hindi - How to Build Financial Models with Python
वित्तीय संस्थानों में जोखिम विश्लेषण और भविष्यवाणी के लिए पायथन का उपयोग सीखें। बाजार जोखिम, क्रेडिट जोखिम और धोखाधड़ी की रोकथाम पर ध्यान केंद्रित करें।
Uma (Perc)olhada na Percolação
Explore o fascinante mundo da percolação e suas aplicações na física, com foco em conceitos fundamentais e fenômenos emergentes.
Специфика оценки проектов в добывающей отрасли
Изучите специфику оценки проектов в добывающей отрасли, включая ключевые факторы, методологии и практические аспекты для принятия обоснованных инвестиционных решений.
Geometrical Web Models
Explore geometrical web models with Jesper Jacobsen in this insightful conference talk from CIRM's Audiovisual Mathematics Library.
Loan Portfolio Engines - Challenges and Risk Classification
Explore loan portfolio risk modeling with advanced techniques, including risk classifiers, time-varying factors, and pool-level analysis for optimized decision-making in financial institutions.
Reduced Form Setting Under Model Uncertainty With Nonlinear Affine Intensities - Prof Francesca Biagini
Explores reduced-form market models with financial assets and life insurance liabilities under model uncertainty, focusing on mortality intensities and longevity bonds. Discusses arbitrage-free pricing and contingent claims in this framework.
Low Risk Investments - Python for Finance 4
Learn Python techniques for analyzing low-risk investments, including portfolio creation, risk assessment, ROI analysis, and stock sector diversification using data science libraries.
Semi-Parametric Pricing and Hedging of Barrier-Style Claims on Price and Volatility
Explore advanced techniques in quantitative finance for pricing and hedging barrier-style claims, focusing on semi-parametric approaches and their applications in complex financial models.
Neural SDEs, Deep Learning and Stochastic Control
Explore neural SDEs, deep learning, and stochastic control in finance, covering optimal transport, neural networks, calibration, and simulations with practical applications.