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 32,822 5 лет назад
Black Scholes PDE Derivation using Delta Hedging 12:45
Black Scholes PDE Derivation using Delta Hedging quantpie 37,713 5 лет назад
Change of Numeraire 20:40
Change of Numeraire quantpie 9,227 2 года назад
An intuitive explanation the Black Scholes' formula 05:48
An intuitive explanation the Black Scholes' formula quantpie 34,029 4 года 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 24,793 6 лет назад
Measure change approach to the derivation of Black Scholes 05:44
Measure change approach to the derivation of Black Scholes quantpie 7,495 5 лет 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 37,338 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 12,545 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 29,459 4 года назад
Diffusion Equation - Derivation and Explanation using Brownian 09:45
Diffusion Equation - Derivation and Explanation using Brownian quantpie 45,942 5 лет назад
What are Mortgage-Backed Securities? How the 2008 Financial Crisis Happened 20:29
What are Mortgage-Backed Securities? How the 2008 Financial Crisis Happened Concerning Reality 216,868 5 лет назад
Geometric Brownian Motion (GBM): solution, mean, variance, covariance, calibration, and simulation 19:20
Geometric Brownian Motion (GBM): solution, mean, variance, covariance, calibration, and simulation quantpie 26,629 6 лет назад
HJM Framework - Interest Rate Term Structure Models 19:58
HJM Framework - Interest Rate Term Structure Models quantpie 25,393 6 лет назад
Simplified: Change of Probability Measure, and Risk Neutral Valuation 27:25
Simplified: Change of Probability Measure, and Risk Neutral Valuation quantpie 16,130 4 года назад
Derivation of Heston Stochastic Volatility Model PDE 29:03
Derivation of Heston Stochastic Volatility Model PDE quantpie 19,713 5 лет назад
SABR Model - part 1 33:58
SABR Model - part 1 quantpie 13,290 4 года назад
Black Scholes Delta Simplified Derivation 08:13
Black Scholes Delta Simplified Derivation quantpie 4,106 3 года назад
Heston European Option Closed Form Formula 31:30
Heston European Option Closed Form Formula quantpie 10,249 5 лет назад
Poisson Process: dynamics, probability, and alternative characterisations 30:09
Poisson Process: dynamics, probability, and alternative characterisations quantpie 11,827 4 года назад
Ito's lemma for Poisson Process 11:44
Ito's lemma for Poisson Process quantpie 6,996 3 года назад

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