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#Quantitative Finance

Showing: 52 courses
NPTEL

Quantitative Finance

2 rewiews
Comprehensive exploration of financial modeling, risk analysis, and investment strategies, equipping learners with advanced tools for data-driven decision-making in the financial sector.
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50 Lesons
19 hours
On-Demand
Free-Video
Association for Computing Machinery (ACM)

Deep Learning for Sequences in Quantitative Finance

1 rewiews
Overview of deep learning sequence methods in quantitative finance, covering feature extraction, return forecasting, portfolio allocation, and trading execution. Explores applications and challenges in the investment process.
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24 Lesons
1 hour
On-Demand
Free-Video
New York University (NYU)

From Smart Betas to Smart Alphas - Quantum Mental in the Age of Machine Learning

0 rewiews
Explore smart beta and alpha strategies in finance with Milind Sharma, covering machine learning, deep learning, and portfolio construction techniques for modern quantitative investing.
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24 Lesons
58 minutes
On-Demand
Free-Video
New York University (NYU)

A Reinforcement Learning Mechanism for Trading Wind Power Futures

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Explore reinforcement learning for trading wind power futures, covering energy security, market setup, and machine learning models in this NYU seminar by Bruno Kamdem.
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19 Lesons
1 hour 2 minutes
On-Demand
Free-Video
New York University (NYU)

Option Pricing Bottom Up and Top Down

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Explore option pricing methodologies, from classic bottom-up to innovative top-down approaches, analyzing their strengths and applications in financial markets.
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16 Lesons
51 minutes
On-Demand
Free-Video
New York University (NYU)

When to Sell an Asset? A Distribution Builder Approach

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Explore optimal asset selling strategies using distribution builder approach, analyzing utility functions, investor behavior, and market dynamics in this mathematical finance lecture.
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12 Lesons
1 hour 6 minutes
On-Demand
Free-Video
New York University (NYU)

Oil Futures Volatility Smiles in 2020: Why the Bachelier Smile is Flatter

0 rewiews
Explore oil futures volatility smiles, comparing Bachelier and Black models. Gain insights into market behavior during 2020's unprecedented events through data analysis and theoretical frameworks.
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17 Lesons
1 hour 3 minutes
On-Demand
Free-Video
New York University (NYU)

Optimal Execution with Quadratic Variation Inventories - BQE Lecture Series

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Explore optimal execution strategies in financial markets, focusing on quadratic variation inventories and automated trading, with insights from Princeton researcher Laura Leal.
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12 Lesons
52 minutes
On-Demand
Free-Video
New York University (NYU)

A Factor Model of Company Valuation - BQE Lecture Series

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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.
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15 Lesons
1 hour 10 minutes
On-Demand
Free-Video
New York University (NYU)

Optionality as a Binary Operation - BQE Lecture Series

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Explore optionality as a binary operation with Peter Carr, delving into time relativity, market building, and advanced concepts like conjugate power and skewness in financial engineering.
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16 Lesons
1 hour 20 minutes
On-Demand
Free-Video
New York University (NYU)

Turbulence in Finance - BQE Lecture Series

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Explore financial turbulence with Mike Lipkin, covering topics like order drop, rough paths, and hedging strategies in this insightful lecture on advanced quantitative finance concepts.
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18 Lesons
56 minutes
On-Demand
Free-Video
New York University (NYU)

Brooklyn Quant Experience Lecture Series - Financial Derivatives and Collateral Liquidity

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Explore financial derivatives, risk management, and regulatory impacts with expert Samim Ghamami in this insightful lecture on quantitative finance and economic modeling.
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12 Lesons
58 minutes
On-Demand
Free-Video
New York University (NYU)

A Smarter Model Risk Management Discipline - Making Smarter Models

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Explore smart model risk management strategies, including identity tokens and usage tracking, to enhance financial modeling practices and regulatory compliance.
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16 Lesons
1 hour 7 minutes
On-Demand
Free-Video
New York University (NYU)

Quantifying Model Performance in Financial Risk Engineering

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Explore quantitative model performance with Alexandre Antonov, covering replication, financial portfolios, and hedging strategies in this insightful lecture on advanced financial analysis techniques.
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15 Lesons
1 hour 12 minutes
On-Demand
Free-Video
Banach Center

Super-Hedging Prices in Financial Markets with Transaction Costs

0 rewiews
Poznaj strategie super-hedgingu na rynkach finansowych z kosztami transakcyjnymi. Zgłęb matematyczne podejście do wyceny i zabezpieczania inwestycji.
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1 Lesons
22 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Trading and Hedging Bitcoin Volatility

0 rewiews
Explore bitcoin volatility trading, hedging strategies, and crypto market dynamics. Gain insights into implied volatility, variance risk premium, and perpetual futures in unregulated exchanges.
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33 Lesons
1 hour 2 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Multivariate Portfolio Choice via Quantiles

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Explore multivariate portfolio optimization using quantiles, extending univariate approaches to solve complex financial problems and develop new numerical solutions for multivariate preferences.
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14 Lesons
58 minutes
On-Demand
Free-Video
Open Data Science

They Might Be Robots - Using Data for Investment Management and Trading

0 rewiews
Explore data-driven investment strategies, from industry trends to machine learning techniques, for portfolio management and active trading in this insightful talk by Dan Von Kohorn.
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17 Lesons
39 minutes
On-Demand
Free-Video
Part Time Larry

Breadth Thrusts - Zweig, Whaley, and Breakaway Momentum

0 rewiews
Learn to code the Breadth Thrust Indicator in Python and explore its application in identifying tradable market bottoms, with insights on various thrust indicators and breakaway momentum.
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20 Lesons
23 minutes
On-Demand
Free-Video
Derek Banas

Investment Portfolio Management with Python - Maximizing Return and Minimizing Risk

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Learn to maximize returns and minimize risk using Markowitz Portfolio Optimization and Sharpe Ratio. Master efficient frontier, volatility analysis, and advanced data science techniques for investment portfolio management.
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1 Lesons
26 minutes
On-Demand
Free-Video
Derek Banas

Low Risk Investments - Python for Finance 4

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Learn Python techniques for analyzing low-risk investments, including portfolio creation, risk assessment, ROI analysis, and stock sector diversification using data science libraries.
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1 Lesons
29 minutes
On-Demand
Free-Video
Fields Institute

Deeply Learning Derivatives - From Hilbert to Riskfuel

0 rewiews
Explore advanced derivatives pricing using deep learning, from Hilbert's 13th problem to modern neural networks for valuing high-dimensional contingent claims in quantitative finance.
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24 Lesons
59 minutes
On-Demand
Free-Video
Fields Institute

Simulated Greeks for American Options

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Explore simulated Greeks for American options, covering hedging strategies, state variables, and regression techniques. Compare with European options for comprehensive understanding.
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14 Lesons
50 minutes
On-Demand
Free-Video
Fields Institute

Semi-Parametric Pricing and Hedging of Barrier-Style Claims on Price and Volatility

0 rewiews
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.
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27 Lesons
1 hour 2 minutes
On-Demand
Free-Video
Fields Institute

Neural SDEs, Deep Learning and Stochastic Control

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Explore neural SDEs, deep learning, and stochastic control in finance, covering optimal transport, neural networks, calibration, and simulations with practical applications.
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17 Lesons
1 hour 8 minutes
On-Demand
Free-Video
Fields Institute

Drawdown Beta and Portfolio Optimization

0 rewiews
Explore a new dynamic portfolio performance risk measure, Expected Regret of Drawdown (ERoD), and its implications for portfolio optimization, risk management, and the Capital Asset Pricing Model.
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1 Lesons
59 minutes
On-Demand
Free-Video
Fields Institute

Machine Learning, Financial Stress and Investment Behaviours

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Explore machine learning applications in analyzing financial stress and investment behaviors, focusing on quantitative finance techniques and real-world implications.
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1 Lesons
1 hour 58 minutes
On-Demand
Free-Video
Fields Institute

Assessing Asset-Liability Risk and the Numerical Approximation of Conditional Expectations

0 rewiews
Explore asset-liability risk assessment and numerical approximation techniques for conditional expectations in quantitative finance, enhancing risk management skills.
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1 Lesons
52 minutes
On-Demand
Free-Video
Fields Institute

Learning to Simulate Tail Risk Scenarios

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Explore advanced techniques for simulating extreme financial events, focusing on tail risk scenarios and their impact on quantitative finance strategies.
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1 Lesons
59 minutes
On-Demand
Free-Video
Fields Institute

The End Is Near? Prices and Reserves as Predictors of Exploratory Resources Exhaustion

0 rewiews
Explore the relationship between prices, reserves, and resource exhaustion in this seminar by Dr. Peter Tankov, examining predictors of exploratory resources depletion.
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1 Lesons
1 hour 2 minutes
On-Demand
Free-Video
Fields Institute

Arbitrage-Free Neural-SDE Market Models

0 rewiews
Explore neural-SDE market models for arbitrage-free pricing, combining machine learning with stochastic differential equations in quantitative finance.
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1 Lesons
1 hour
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Risk Management of Option Books with Arbitrage-Free Neural-SDE Market Models

0 rewiews
Explore advanced risk management techniques for option books using arbitrage-free neural-SDE market models, covering nonparametric modeling, inference, and hedging strategies with real-world applications.
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1 Lesons
54 minutes
On-Demand
Free-Video
Fields Institute

Towards Data-Driven Equal Risk Pricing and Hedging of Financial Derivatives

0 rewiews
Explore data-driven approaches for equal risk pricing and hedging of financial derivatives, focusing on innovative methods in quantitative finance.
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1 Lesons
52 minutes
On-Demand
Free-Video
Fields Institute

Robust Distortion Risk Measures in Quantitative Finance

0 rewiews
Explore robust distortion risk measures in quantitative finance, examining their applications and implications for risk assessment and management strategies.
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1 Lesons
44 minutes
On-Demand
Free-Video
Fields Institute

Statistical Prediction of Trading Strategies in Electronic Markets

0 rewiews
Explore statistical methods for predicting trading strategies in electronic markets, focusing on advanced techniques and their applications in quantitative finance.
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1 Lesons
51 minutes
On-Demand
Free-Video
Fields Institute

Spanning Multi-Asset Payoffs with ReLUs

0 rewiews
Explore innovative techniques for spanning multi-asset payoffs using Rectified Linear Units (ReLUs) in mathematical finance, enhancing portfolio optimization strategies.
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1 Lesons
31 minutes
On-Demand
Free-Video
Fields Institute

Risk Bounds for the Marginal Expected Shortfall Under Dependence Uncertainty

0 rewiews
Explore risk bounds for marginal expected shortfall under dependence uncertainty, focusing on advanced mathematical concepts and financial risk analysis techniques.
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1 Lesons
21 minutes
On-Demand
Free-Video
Toronto Machine Learning Series (TMLS)

Deep XVA - Efficient Derivative Valuation for Risk Management

0 rewiews
Explore efficient XVA calculation using deep learning, GPU computation, and AAD for computationally intensive finance models.
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1 Lesons
29 minutes
On-Demand
Free-Video
Data Science Conference

Revolutionizing Financial Data Integration - The OpenBB Edge

0 rewiews
Discover how OpenBB democratizes quantitative finance through open-source tools, enabling comprehensive financial data integration and analysis for organizations of all sizes.
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1 Lesons
28 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Portfolio Choice for Exponential Investors in Mean-Reverting Markets

0 rewiews
Explore portfolio optimization for exponential utility investors in mean-reverting asset classes. Learn about optimal strategies, equivalent safe rates, and the impact of drift on performance in various market scenarios.
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1 Lesons
51 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

A Simple Microstructural Explanation of the Concavity of Price Impact

0 rewiews
Explore a microstructural model explaining price impact concavity in financial markets, with insights on order flow, fundamental pricing, and meta-order execution dynamics.
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1 Lesons
1 hour
On-Demand
Free-Video
IMSA

Unlocking Your Freedom - Exploring the Boundaries and Possibilities of Math in Finance

0 rewiews
Explore the innovative applications of mathematics in finance, unlocking new possibilities and expanding boundaries for financial analysis and decision-making.
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1 Lesons
37 minutes
On-Demand
Free-Video
Fields Institute

Equal Risk Option Pricing with Deep Reinforcement Learning

0 rewiews
Explore innovative option pricing using deep reinforcement learning, focusing on equal risk approaches, hedging strategies, and market dynamics. Gain insights into advanced quantitative finance techniques.
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16 Lesons
37 minutes
On-Demand
Free-Video
Fields Institute

Arbitrage-Free Yield Curve and Bond Price Forecasting by Deep Neural Networks

0 rewiews
Explore deep neural networks for arbitrage-free yield curve and bond price forecasting, enhancing quantitative finance strategies and market predictions.
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1 Lesons
59 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Risk-Aware Reinforcement Learning for Finance

0 rewiews
Explore risk-aware reinforcement learning in finance, covering time-consistent approaches and applications to financial modeling. Learn from expert Sebastian Jaimungal about innovative strategies beyond traditional RL methods.
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1 Lesons
1 hour
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Quantitative Finance - Toward A General Framework for Modelling Roll-Over Risk

0 rewiews
Explore quantitative finance and reinforcement learning in this SIAM talk series, featuring discussions on roll-over risk modeling and continuous-time episodic RL with linear-convex models.
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19 Lesons
1 hour 1 minute
On-Demand
Free-Video
EuroPython Conference

Derivatives Analytics with Python & Numpy

0 rewiews
Explore financial derivatives analytics using Python and NumPy, focusing on efficient implementation and practical applications in quantitative finance.
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1 Lesons
55 minutes
On-Demand
Free-Video
EuroPython Conference

Probabilistic Programming in Python

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Learn probabilistic programming in Python using PyMC3 for flexible statistical modeling, automated parameter estimation, and uncertainty quantification in data science and scientific research.
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16 Lesons
46 minutes
On-Demand
Free-Video
Prof. Ryan C. Cooper

ME3255 - Evaluating a NYSE Monte Carlo Model

0 rewiews
Evaluate a NYSE Monte Carlo model using advanced statistical techniques. Gain insights into financial modeling and risk assessment for stock market analysis.
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1 Lesons
22 minutes
On-Demand
Free-Video
Fields Institute

Large-Scale Dynamics of Equity Markets of Variable Size - An Empirical Analysis

0 rewiews
Delve into empirical analysis of equity market dynamics, exploring size variations and their impact on large-scale financial systems through advanced quantitative methods.
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1 Lesons
53 minutes
On-Demand
Free-Video
Code Sync

Building Your Own Trading Bot in F#

0 rewiews
Aprenda a criar um bot de negociação em F# e traduza estratégias de trading em código funcional correto.
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1 Lesons
45 minutes
On-Demand
Free-Video
Toronto Machine Learning Series (TMLS)

Introduction to SciPhy Reinforcement Learning - Part 1

0 rewiews
Explore SciPhy RL: a neural network-based method for solving stochastic optimal control problems in continuous time, with applications and high-dimensional examples.
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1 Lesons
48 minutes
On-Demand
Free-Video