Overview of Mean Variance 19m.
Introduction to Mean Variance in Excel 9m. Efficient Frontier 19m. Mean Variance with a Risk-free Asset 14m. Risk-free Frontier in Excel 13m. Capital Asset Pricing Model 20m. Reading 2 readings. Lesson Supplements 10m. Quiz Instructions 10m. Quiz 1 practice exercise. Implementation Difficulties with Mean Variance 20m. Beyond Variance 13m. Statistical Biases in Performance Evaluation 17m. How Should Average Returns be Computed?
Survivorship Bias and Data Snooping 23m. Video 7 videos.
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Review of the Binomial Model for Option Pricing 10m. The Black-Scholes Model 8m. The Greeks: Delta and Gamma 19m. The Greeks: Vega and Theta 18m. Risk-Management of Derivatives Portfolios 16m. Delta-Hedging 14m. The Volatility Surface 23m. Equity Derivatives in Practice: Part I 16m. Video 5 videos. The Volatility Surface in Action 9m. Why is There a Skew? What the Volatility Surface Tells Us 17m. Pricing Derivatives Using the Volatility Surface 21m. Beyond the Volatility Surface and Black-Scholes 19m.
Reading 1 reading. Show More. Video 9 videos. We went over a brief history of the Kelly Criterion KC with how investors apply the formula. Then we maximized our return with a simple rigged coin flip example.
From our little simulation, we learned that, even though KC might recommend a high value, sometimes we will take a reduced KC value to avoid unwanted volatility. So take the strategic solution, have more peace of mind by going lower than full KC. Disclaimer: All things stated in this article are of my own opinion and not of any employer. Investing carries serious risk and consult your investment advisor before taking any investment action.
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toqawoqo.tk: Risk Management: Books
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Tools for Modern Financial Professionals
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MSc Financial Engineering and Risk Management
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