Comparing volatility approaches: MA versus EWMA versus GARCH (FRM T2-25)
12:12
Maximum likelihood estimation of GARCH parameters (FRM T2-26)
14:45
Volatility: GARCH 1,1 (FRM T2-23)
21:49
Lognormal property of stock prices assumed by Black-Scholes (FRM T4-10)
19:44
Delta-gamma value at risk (VaR) with the Taylor Series Approximation (FRM T4-4)
9:09
Exponentially Weighted Moving Average or Exponential Weighted Average | Deep Learning
27:20
Convexity and risk premium impacts on shape of term structure (FRM T5-08)
11:37
Volatility: standard deviation (FRM T2-21)
21:11