FinanceAndEconomics
FinanceAndEconomics
  • Видео 70
  • Просмотров 385 312

Видео

The Rise of Populism
Просмотров 479День назад
I have started a project on understanding the recent rise in populism, and here are my first thoughts. I have not produced a working paper yet, but I will post it here and on my website as soon as possible. LITERATURE: Alesina, A., & Tabellini, M. (n.d.). The Political Effects of Immigration: Culture or Economics? Ash, E., Mukand, S. W., & Rodrik, D. (n.d.). Economic Interests, Worldviews, and ...
Liquidity Risk Explained
Просмотров 1,6 тыс.2 месяца назад
This video is part of my series "Risk Management at Banks" and considers liquidity risk.
Bayesian vs. Frequentist Regression
Просмотров 2913 месяца назад
I want to give a short introduction into true Bayesian thinking. I hope this helps, let me know if anything is unclear or if I should elaborate on something. MUSIC: Aesthetics (pixabay.com/music/beats-aesthetics-138637/) Funky Teaser (pixabay.com/music/funk-funky-teaser-introduction-funk-background-music-intro-theme-120446/)
Solow Growth Model in 1 Minute
Просмотров 1325 месяцев назад
Here is the most important insight I got from the Solow Growth Model. Let me know what you think! Source for Scale Icon: www.flaticon.com/free-icons/feasibility" title="feasibility icons" - Feasibility icons created by Design Circle - Flaticon
Piketty in 8 Minutes
Просмотров 3615 месяцев назад
This is my summary of the key concepts in "Capital in the 21st Century". Picture Credits: Piketty: Gobierno de Chile, CC BY 2.0, via Wikimedia Commons
How This Guy Wants to Revolutionise Education | Interview with Friedrich Wicke
Просмотров 3387 месяцев назад
Here is the link to the website of Sophia Edu Labs: sophiaedulabs.com You also find the links to the App Store and Play Store there. Thank you so much Friedrich for taking the time!
Solow Model Explained
Просмотров 3448 месяцев назад
This is my attempt at explain the slow growth model. If anything is unclear, please ask!
Why 99.9% of Investment Advice is WRONG
Просмотров 3259 месяцев назад
This is part 13 in my series "The DNA of Wall Street". It is a topic close to my heart :)
Renaissance Medaillon Fund ACTUAL Trading Strategies
Просмотров 1,2 тыс.10 месяцев назад
This is lesson 14 in my series "The DNA of Wall Street". MUSIC: Aesthetics (pixabay.com/music/beats-aesthetics-138637/) Funky Teaser (pixabay.com/music/funk-funky-teaser-introduction-funk-background-music-intro-theme-120446/) Galaxy Echo (pixabay.com/music/beats-galaxy-echo-140676/)
Why Sustainable Finance is FAILING
Просмотров 38910 месяцев назад
This is lesson 15 in my series "The DNA of Wall Street". Tackling climate change is obviously one of the most important issues on our agenda right now, and I am happy to discuss these ideas. I just remembered one quote from Andrew Oswald that sums up my train of thought quite well: "Climate change is a behavioural science question now, not a natural science question." MUSIC: Aesthetics (pixabay...
What you SHOULD know about the CAPM
Просмотров 38611 месяцев назад
I realised, I simplified the Eugene Fama Paper a bit too much. He does not test Sharpe ratios- but the alphas in the factor models. But I have not talked about factor models in this course, so if you think in terms of Sharpe ratios, this gives you perfect intuition. PAPER ON BEATING THE MARKET: Fama, Eugene F., and Kenneth R. French. "Luck versus skill in the cross‐section of mutual fund return...
The Most FAMOUS Formula in Finance | Security Market Line Explained
Просмотров 41911 месяцев назад
This is lesson 11 in my series "The DNA of Wall Street". MUSIC Aesthetics (pixabay.com/music/beats-aesthetics-138637/) Funky Teaser (pixabay.com/music/funk-funky-teaser-introduction-funk-background-music-intro-theme-120446/) Galaxy Echo (pixabay.com/music/beats-galaxy-echo-140676/)
If there's one finance model you SHOULD know, it's THIS.
Просмотров 54411 месяцев назад
(*) Market Portfolio and Riskless Asset When editing I realised that what I said is not quite correct. If you want to understand how the market holds RISKY assets, you should ignore the deposits, as they are as good as riskless. PAPER ON GLOBAL ASSET DISTRIBUTION Jordà, Ò., Knoll, K., Kuvshinov, D., Schularick, M. and Taylor, A.M., 2019. The rate of return on everything, 1870-2015. The Quarterl...
Decoding Stock Prices: What REALLY Drives Markets
Просмотров 18011 месяцев назад
This is lesson 9 in my series "The DNA of Wall Street". I cover: 1. No Arbitrage Pricing 2. Equilibrium Pricing MUSIC: Aesthetics (pixabay.com/music/beats-aesthetics-138637/) Funky Teaser (pixabay.com/music/funk-funky-teaser-introduction-funk-background-music-intro-theme-120446/) Galaxy Echo (pixabay.com/music/beats-galaxy-echo-140676/) IMAGES: Microsoft Logo: blogs.microsoft.com/wp-content/upl...
The Most POWERFUL Model in Economics | Equilibrium Explained
Просмотров 330Год назад
The Most POWERFUL Model in Economics | Equilibrium Explained
Banking, Simply Explained
Просмотров 371Год назад
Banking, Simply Explained
What the World's RICHEST Investor is Doing.
Просмотров 278Год назад
What the World's RICHEST Investor is Doing.
The Nobel Prize Portfolio (2/2) | Mean-Variance Analysis
Просмотров 333Год назад
The Nobel Prize Portfolio (2/2) | Mean-Variance Analysis
The Nobel Prize Portfolio (1/2) | Mean-Variance Analysis
Просмотров 447Год назад
The Nobel Prize Portfolio (1/2) | Mean-Variance Analysis
The Mind of a Professional Investor
Просмотров 690Год назад
The Mind of a Professional Investor
Modigliani Miller | Nobel Price Model Explained
Просмотров 6 тыс.Год назад
Modigliani Miller | Nobel Price Model Explained
Stocks vs. Bonds Clearly Explained
Просмотров 599Год назад
Stocks vs. Bonds Clearly Explained
The DNA of Wall Street | Full Finance Course
Просмотров 2,1 тыс.Год назад
The DNA of Wall Street | Full Finance Course
How I Study | Top 0.2% Student
Просмотров 935Год назад
How I Study | Top 0.2% Student
Bayesian Shrinkage Explained
Просмотров 1,6 тыс.Год назад
Bayesian Shrinkage Explained
GMM (Generalized Method of Moments) Explained
Просмотров 8 тыс.Год назад
GMM (Generalized Method of Moments) Explained
Fuzzy Regression Discontinuity (RD) Explained
Просмотров 4 тыс.Год назад
Fuzzy Regression Discontinuity (RD) Explained
VIX Index Explained
Просмотров 373Год назад
VIX Index Explained
Why did Silicon Valley Bank Fail?
Просмотров 4,5 тыс.Год назад
Why did Silicon Valley Bank Fail?
Options Explained
Просмотров 356Год назад
Options Explained

Комментарии

  • @Atreid3s
    @Atreid3s 4 дня назад

    So you think that people's only interests is a 2% marginal GDP YoY? There's reasons to vote besides the economy...

  • @murimurimrui
    @murimurimrui 5 дней назад

    How to say that you don't listen to what people are saying without saying it. - this video.

  • @alexchapman7287
    @alexchapman7287 5 дней назад

    What is so hard about understanding the simple fact that people care about more topics other than economic numbers on a spreadsheet? Yes, our unique cultures, heritage, and civilizations that have persisted for centuries will be eroded away into oblivion until everyone is an amorphous blob with nothing to cling onto anymore BUT at least "GDP number go bigger" am I right?

  • @whynotmorewhisky
    @whynotmorewhisky 5 дней назад

    Well, it starts when you say things like “voting against their interests” as if some pencil neck with a masters degree better understands the interests of other people than they understand themselves. If you need further explanation, simply drive through any working class town and see for yourself the decades of institutional neglect that must have been required to produce such a sorry result.

  • @captainawasome8985
    @captainawasome8985 5 дней назад

    The thing with populism is why does the establishment implement so many policies that nobody really wants and have not asked for? What is the point of annoying the tax payers with one more policy more stupid than the other?

  • @ashwin3793
    @ashwin3793 5 дней назад

    Amazing!

  • @deanemarks8611
    @deanemarks8611 5 дней назад

    Because what good is cheap goods if it destroys your downtowns and communities?

  • @bill35973
    @bill35973 14 дней назад

    What was the previous video?

  • @marcobaccichetto7204
    @marcobaccichetto7204 16 дней назад

    Brutal video. Congratulations!

  • @badrelhamzaoui3560
    @badrelhamzaoui3560 18 дней назад

    Its MEH by fama and french

  • @quyetnguyen8527
    @quyetnguyen8527 19 дней назад

    great!

  • @adwayjha1549
    @adwayjha1549 21 день назад

    great explanation

  • @hakimbeldjoudi2818
    @hakimbeldjoudi2818 29 дней назад

    Totally wrong, you confused Taylor's development with calculating the differential of a function over a domain? df(x) = f'(t).dx + (1/2)f''(t)(dx^2) ?? that's not even remotely close to being correct: df(x) = f'(t).d(x) and that's it, it's also just writing system equivalence that holds true by definition, you're confusing more than helping with this video.

    • @FinAndEcon
      @FinAndEcon 28 дней назад

      Thanks for the comment. I know that the formulas spelled out are correct - they are taken from popular finance textbooks and the MIT Lecture on the topic. And the Taylor expansion analogy is from my finance professor who has a math degree. So I am quite convinced this is not totally incorrect.

  • @rychardo888
    @rychardo888 Месяц назад

    very good and easy explanation good job

  • @FanVivian-n9l
    @FanVivian-n9l Месяц назад

    brain,please,these information deserve your energy

  • @girishpai4538
    @girishpai4538 Месяц назад

    In case of ROCE M+M theory does not give significant impact although the ROE has a big impact on the Returns made by the investment. through the choice of investment.

  • @sasan2059
    @sasan2059 Месяц назад

    Can you make a video about treasury department and its role?

  • @asrieljhirad
    @asrieljhirad Месяц назад

    Wonderful video! Such a clear way of explaining

  • @Markus-um1lk
    @Markus-um1lk Месяц назад

    Great video! But what do I miss? I get that the capitalstructure is irrelevant regarding EBIT but it can not be true for ROE - even if you do not consider deductables and taxes?! If you see it from an accounting/reporting perspective where equity is a residual size and (last-ranking in the event of liquidation ) compared to debt, which is always served first. There are always some provision for debt equity but never for equity. Also: Anyone who has ever recognized goodwill in a business transaction, knows that it is significantly influenced by the debt capital acquired. Thanks for a reply :)

  • @Ash-vu5vo
    @Ash-vu5vo 2 месяца назад

    At 2:56, “doesn’t depend on an ordinary variable x but Brownian motion Zt”. Umm… whyyy?? Feels like there is a conceptual leap between df(x) and df(Zt), that needs more context - what is this new f? Does it transform the stochastic process into a new stochastic process? If so, what’s the point of doing that, what purpose does it serve? Determinism, class of random variables, differentiability, so much conceptual context needed. Not to mention you haven’t actually stated what the lemma is. But ofc, no one questions any of this.

  • @tomasborralho7460
    @tomasborralho7460 2 месяца назад

    best content for rookie bankers like myself, ty so much

  • @cryptogirlusa
    @cryptogirlusa 2 месяца назад

    Very interesting! It seems that every strategy has a capital range at which it doesn’t work anymore

  • @cryptogirlusa
    @cryptogirlusa 2 месяца назад

    Thank you so much for making this video! I absolutely love everything that has to do with derivatives, Black Scholes and financial contacts. I have been watching all your other videos as well, you’re doing an amazing job! Keep it up! Thank you so much!!!!

  • @JanCRT
    @JanCRT 2 месяца назад

    Great video!!

  • @victorurbina8186
    @victorurbina8186 2 месяца назад

    If tomorrow I get a good grade would be bc of u thx so much

  • @cyberpunkalphamale
    @cyberpunkalphamale 2 месяца назад

    Skew is delicious

  • @cyberpunkalphamale
    @cyberpunkalphamale 2 месяца назад

    We call them Pumpementals

  • @desmondcampbell9358
    @desmondcampbell9358 2 месяца назад

    Thanks. I had no idea looking at the original econometrics papers what was going on.

  • @elishemaks
    @elishemaks 2 месяца назад

    Hey, I would like to ask. Is the expected value (EV) perspective you mentioned here the same as the Economic Value of Equity (EVE) perspective?

  • @partyboat123
    @partyboat123 2 месяца назад

    Could you go over the second pillar of Liquidity gap analysis? Great video!!!

  • @justins5756
    @justins5756 2 месяца назад

    Nice

  • @kingdoggie5231
    @kingdoggie5231 2 месяца назад

    By far one of the best explanations on RUclips I could find. You should consider teacher this to university students.

  • @dixztube
    @dixztube 2 месяца назад

    aren't most of these models wrong - i'm reading a book by thaler (misbehavior) he didn't have the most flattering comments for miller and his ideas (seem stuck in old school U of C group think). i'm not a finance or econ guy (computer) so i probably have no idea what i'm talking about

    • @FinAndEcon
      @FinAndEcon 2 месяца назад

      You may have heard the saying: All models are wrong, but some are useful. These models try to explain what is going on on financial markets. Because there is so much going on at the same time and these marketsts are so complex, there is no hope of explaining everything. But these famous models capture one of the large channels that move the leverage decision of companies - in that sense they are quite useful in explaining SOME of what is going on.

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w 2 месяца назад

    Can you explain the connection between GMM and OLS

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w 2 месяца назад

    Really well explained. Thank you

  • @JuhoKim-qg1tk
    @JuhoKim-qg1tk 2 месяца назад

    my professor needs to see this video

  • @AnlMeydan
    @AnlMeydan 2 месяца назад

    Hello, thank you for the great video. I'm curious about this; if the intervention group consists of a large number of people and it's difficult to regulate the control group, can we still apply the synthetic control method? Or is there a possibility of obtaining unhealthy results?

    • @FinAndEcon
      @FinAndEcon 2 месяца назад

      Yes you can, you would just make a separate synthetic control for every person in the intervention group,

  • @fabianchacon568
    @fabianchacon568 2 месяца назад

    Excellent video, I would like to see more videos of this type

  • @Rnankn
    @Rnankn 2 месяца назад

    Economic growth, both scale and speed, exceed the carry capacity of the planet, and the rate at which nature regenerates. Financial capital creates more money by issuing debt, at which point it does not create the interest. So there is simultaneously never enough money and too much debt. More economic activity is required to attempt to pay debt, which means the poor and indebted must convert more of nature and resources into commodities. Production, consumption and disposal. Yet, the ever growing pools of money are claims on future resources which exceeds their ever diminishing supply. Depletion and supply constraints should cause money to lose value, but interest rates are adjusted to increase the cost of capital and therefore on a relative basis devalue nature and people - thus preserving the value of capital and saving capitalism. And as the wealthy realize their money exceeds the supply of resources, they purchase all of the assets, and rely on a system of debt bondage and rent seeking to maintain their lifestyles. As feudalism returns, human civilization enters a new dark ages on a dying, increasingly uninhabitable planet.

    • @FinAndEcon
      @FinAndEcon 2 месяца назад

      I do not agree fully. Think about this: Not all economic activity is bad for the planet (e.g. planting trees).

  • @anthonyshula364
    @anthonyshula364 3 месяца назад

    but what is the implication of the variance or standard deviation for that matter? if i find a variance of X what does this mean? what is the significance or interpretation of this?

  • @kimchi_taco
    @kimchi_taco 3 месяца назад

    Best ito lemma explanation I've ever listened.

  • @jorgeqveloso
    @jorgeqveloso 3 месяца назад

    Really good explanation. Thank you.

  • @AiaDK
    @AiaDK 3 месяца назад

    Thank you very much for this series!!! I really appreciate how you explained everything step by step! Could you please also explain American option and Heston model? I really struggle understanding those two....

  • @kyriakosgazis8182
    @kyriakosgazis8182 3 месяца назад

    Excellent video, keep on doing videos like this.

  • @yousefhashem2743
    @yousefhashem2743 3 месяца назад

    Great job with these videos. Helped me greatly!

  • @bennetluccafeld8718
    @bennetluccafeld8718 3 месяца назад

    cool! I was waiting for something like this.

  • @IkerCasilliasrocks
    @IkerCasilliasrocks 3 месяца назад

    This was a great video. Happy to have learned something new: the sewage bacteria/ pharmaceuticalstocks trading idea .Still not convinced when you said satellite trading ideas are exhausted, as we have more precise imaging now than ever, and AI that can scan and analyze with great accuracy; but yeah probably a creative out of the box approach is needed to make use of this abundance of data.

  • @tsurotafadzwachikari4039
    @tsurotafadzwachikari4039 3 месяца назад

    Thank you for the video. I would like to understand the Itos Lemma and Brownian Motion. Any videos that can take me through, its for the financial engineering class under stochastic and optimisation in finance so would @ like something finance related but handy

  • @xilongli821
    @xilongli821 3 месяца назад

    OMG you are a treasure! I am so glad that I found your videos and you explained so well!

  • @eliazonta7235
    @eliazonta7235 3 месяца назад

    great video but I have a doubt: in the risk-neutral pricing you are calculating pi*1 based on a price value (9.1) given in the risky pricing. this actually brings us to the same conclusion but you are assuming the risky pricing is already computed. I mean you are pricing in "risk neutral" using a value from risky pricing ain't you?

    • @FinAndEcon
      @FinAndEcon 3 месяца назад

      Great spot. Yeah, I just made up the "risky" discount rate without an in-depth explanation on how to obtain it. I did not want to elaborate on that, because it can be quite complex (in simple models, the risky discount rate comes e.g. from the capital asset pricing model.)

    • @eliazonta7235
      @eliazonta7235 3 месяца назад

      ​@@FinAndEcon ooh thanks, I thought I was missing something or misunderstood something. would you recommend any books or resources to dive deep further in this topics ? many thanks