Quantpie

Fokker Planck Equation Derivation: Local Volatility, Ornstein Uhlenbeck, and Geometric Brownian 21:19
Fokker Planck Equation Derivation: Local Volatility, Ornstein Uhlenbeck, and Geometric Brownian quantpie 33,135 5 лет назад
Black Scholes PDE Derivation using Delta Hedging 12:45
Black Scholes PDE Derivation using Delta Hedging quantpie 37,952 5 лет назад
Dynamics of Black Scholes’ Stock Price under the Risk Neutral and Stock Measure (Numeraire) 07:46
Dynamics of Black Scholes’ Stock Price under the Risk Neutral and Stock Measure (Numeraire) quantpie 12,610 5 лет назад
Measure change approach to the derivation of Black Scholes 05:44
Measure change approach to the derivation of Black Scholes quantpie 7,548 5 лет назад
Simplified: Girsanov Theorem for Brownian Motion (Change of Probability Measure) 26:34
Simplified: Girsanov Theorem for Brownian Motion (Change of Probability Measure) quantpie 29,715 4 года назад
An intuitive explanation the Black Scholes' formula 05:48
An intuitive explanation the Black Scholes' formula quantpie 34,254 4 года назад
Local Volatility Model: Dupire PDE and Valuation/Pricing PDE Derivations and Comparisons 41:51
Local Volatility Model: Dupire PDE and Valuation/Pricing PDE Derivations and Comparisons quantpie 37,683 5 лет назад
Derivation of Heston Stochastic Volatility Model PDE 29:03
Derivation of Heston Stochastic Volatility Model PDE quantpie 19,865 5 лет назад
Ito’s lemma, also known as Ito’s formula, or Stochastic chain rule: Proof 11:28
Ito’s lemma, also known as Ito’s formula, or Stochastic chain rule: Proof quantpie 24,870 6 лет назад
Ito's lemma for Poisson Process 11:44
Ito's lemma for Poisson Process quantpie 7,077 3 года назад
Diffusion Equation - Derivation and Explanation using Brownian 09:45
Diffusion Equation - Derivation and Explanation using Brownian quantpie 46,231 5 лет назад
HJM Framework - Interest Rate Term Structure Models 19:58
HJM Framework - Interest Rate Term Structure Models quantpie 25,553 6 лет назад
Local vs Stochastic vs Implied Volatilities 34:34
Local vs Stochastic vs Implied Volatilities quantpie 16,406 5 лет назад
An illustration of Black Scholes’ Delta Hedging 11:38
An illustration of Black Scholes’ Delta Hedging quantpie 17,547 4 года назад
Gamma of Black Scholes Price: Derivation and Intuitive Explanation 08:33
Gamma of Black Scholes Price: Derivation and Intuitive Explanation quantpie 6,274 5 лет назад
SABR Model - part 1 33:58
SABR Model - part 1 quantpie 13,390 4 года назад
Martingales for Dummies 04:22
Martingales for Dummies Dummy R 8,015 1 год назад
Poisson Process: dynamics, probability, and alternative characterisations 30:09
Poisson Process: dynamics, probability, and alternative characterisations quantpie 11,960 5 лет назад
Change of Numeraire 20:40
Change of Numeraire quantpie 9,336 2 года назад
Heston European Option Closed Form Formula 31:30
Heston European Option Closed Form Formula quantpie 10,329 5 лет назад

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