finCampus Lecture Hall

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@halimahmahmud2668 21 күн бұрын

OK.😊

@the_bird_is_the_word. Ай бұрын

Who's here from Wqu?

@transan7271 Ай бұрын

You save my life man <3

@elmojoseph 3 ай бұрын

Thank you for educating the terminology of FV Annuities in a well detailed expression to an Audience 😊

@LifeARichJourney 3 ай бұрын

Very good video, though in practice it is confusing since he used So=100 and K=100. It took me sometime to figure out that I should be using K and not So for other examples

@samiqaddoumi8671 4 ай бұрын

Would it be any different for European or American options ? Which one is in the video, what is the difference in the process ?

@heshanpalliyaguruge6333 5 ай бұрын

You explained it so well thank you!!!

@antardas4830 5 ай бұрын

I you forgot 0.5 in your Convexity adjustment formula.

@brandmanager4595 5 ай бұрын

Your explanation is flawless and easy to follow, even though it is one of the most complicated financial models. I enjoyed your video. Thanks a lot- BSc final year Student from the 🇬🇧

@IamGenith 6 ай бұрын

Hi, could we save this in our playlist please. It seems it is disabled. It helps us if you would allow viewers to save your video. My classmate wouldwatch it too

@VinodKumar-yp8gd 6 ай бұрын

Hello could you please explain how do u arrive at 982.06 Is it 964.54+1.7955% = 981.858…?

@triple7marc 8 ай бұрын

In which situation would you use this method over portfolio replication?

@PatrickTreacy-lc3fr 9 ай бұрын

lifesaver thanks a mill

@enmass90 10 ай бұрын

This is amazing. Thank you 🙏

@AdkJmly 10 ай бұрын

Somehow i got 2.07 not 2.09

@shir122930 10 ай бұрын

Please note that d should be equal to 1/u. if you do that you realize that your conclusions will be diff.

@fadilvlogs3066 11 ай бұрын

Thanks man you saved my life ❤

@Bbdu75yg 11 ай бұрын

Amazing!🎉😊😊

@Philgob 11 ай бұрын

“a little bit of algebra” brudda in what world is that a little bit… by hand that’s a least 5 mins

@ochiengderrick4356 2 ай бұрын

Talk about it 😹

@ioannis8234 Жыл бұрын

what if this was a European option?

@xhantim3694 Жыл бұрын

Thank you Sir

@shibbirahmed3661 Жыл бұрын

Thanks Sir

@user-og7jq1qg5f Жыл бұрын

Very clearly explained. Thank you very much!

@monarchgupta2712 Жыл бұрын

hey my determinant is coming out to be zero

@emadr5780 Жыл бұрын

Tnx a lot!

@mikoaj2177 Жыл бұрын

yare yare, u r the best <3<3<3

@andrespachecotorres3360 Жыл бұрын

Beautiful explanation.

@daileizhang4457 Жыл бұрын

absolutely beautiful。。。thank you so so much!

@TheAxhol Жыл бұрын

I'm guessing that european call options use (1+r) instead of compounded.

@jamesmason7979 Жыл бұрын

Excellent video. It really came in handy for me.

@elizabethp.kanizin9009 Жыл бұрын

What is taught in Form 6 Statistics class. 🤔But I can't remember how come I did not sit for my Mechanical Maths paper!

@Ahmed-jl7uh Жыл бұрын

Minute 2:46 why the minus? Can you explain how you got to the minus part?

@Tyokok Жыл бұрын

Thanks for the great video! One question: 7:34 your sigma P squared formula only applies situation that N asset has same volatility and all same pair Cov. why?

@spencersingh2036 Жыл бұрын

when calculating, does the duration have to be a whole number

@peters972 Жыл бұрын

An assumption for this to work is that the stdev of past history of the asset will remain similar during the future position, so take care. And for the portfolio, things that seem un-correlated now may become ever so correlated in the future. Have a firm understanding of what the math is telling you, and what it is not.

@No_BS_policy Жыл бұрын

Worst part of this theory is that it flat out assumes that asset returns are gaussian. Taleb has shown that much of modern finance theories are just piece of garbage.

@makeittrades5750 2 жыл бұрын

That's how teaching is done!

@lars3467 2 жыл бұрын

I dont comment often, but great video! Really helped me out with the early exercise

@prchaser2081 2 жыл бұрын

Why 3 steps? How is this determined? Why not 300 steps over 1.5 years?

@violaye3785 2 жыл бұрын

so clear! you are excellent! thank you very much. why no new video any more, such a pity.

@aidanharrison5992 2 жыл бұрын

Thank you for this. Excellent teaching skills. I had to use a bit of the comments for some help but I got it

@riripurpletini 2 жыл бұрын

As the seller would I book the accrued interest paid at the time I sell the bond(the trade date ?) not the issue date ?

@viktorkhan8518 2 жыл бұрын

Hi, thank you for your great video! But may I ask how does 1/2 make the calculation easier in the Lagrangian?

@fincampuslecturehall4833 2 жыл бұрын

Hi Viktor, it just makes the calculation simplier. If you minimize risk or half of it, it doesn't impact the optimization.

@joshmccraney4020 2 жыл бұрын

Take a derivative of the double sum and look at what you get. Consider sum(xi xj) for i and j 1:3. Then we have x1x1+x1x2+x1x3+x2x1+x2x2+x2x3+x3x1+x3x2+x3x3. Now a derivative w.r.t. x1 = 2x1 + 2x2 + 2x3. This means if we multiplied the sum by 1/2 we would have as the derivative x1 + x2 + x3, which is simpler.

@ahmedmabrouk5276 2 жыл бұрын

Thank you , really enjoyed it

@hb-bz5hx 2 жыл бұрын

Just a note, it is unwise to round until the final answer. As, if this same exercise is done without rounding until the final step the answer is 1.89 years not 1.88. WATCH FOR THIS IN AN EXAM

@thefuckingpearl 2 жыл бұрын

Damn this was such a clear explanation!!

@mohanadmahdy3761 2 жыл бұрын

That's awesome! never thought that this concept can be that easy.

@benmbarekmarouane8676 2 жыл бұрын

Thank you sir!

@Brother_mar 2 жыл бұрын

you are the G.O.A.T my friend!

@sjhughes0313 2 жыл бұрын

Hi, for Step 4 and 5, wouldn't it be the opposite? So if alpha is more than 0, that would mean that the stock went up in price more than we predicted, so it's likely overpriced and we should go short. Or am I missing something? Also, thanks for the video.

@sjhughes0313 2 жыл бұрын

Ok, I know what I was missing. In step 4, when you say "actual" (mean) returns, I was thinking you meant future (i.e., live) returns. But you when you say actual, you mean it as "actual historic" mean returns. Therefore, when the alpha of an asset is greater than 0, we're saying that, historically, this particular asset has had better returns as compared to the other assets in the portfolio, specifically regarding this asset's returns with respect to the chosen macro-level market factors.

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