Thank you for posting all these great videos! Although your channel is still growing and isn't getting as many views as it deserves, I really do appreciate all the effort you put into making your videos and sharing with us your knowledge. I'm sure the people that look for this type of content would agree.
Just discovered your channel. I'm finishing up my financial mathematics masters and feel like your channel is a repository for many of the things I've learned. Not sure if you studied anything on market microstructure but would love to see a video on some of some of the microstructure and their models
In the cv equation. We have cv =∑(0δCti/δS)*(Sti+1-E[Sti])exp(T−ti+1). In the cv implementation we have cv = cv + delta(Stn+st*erdt) Why in the implementation of cv we do not have the exp(T−ti+1) term ?
What would you recommend as the best index volatility model/predictor? I’ve been playing with ARCH and GARCH a little bit but I’m trying to get an R^2 greater than .6
Pls add example on more exotic payoff
Thank you for posting all these great videos! Although your channel is still growing and isn't getting as many views as it deserves, I really do appreciate all the effort you put into making your videos and sharing with us your knowledge. I'm sure the people that look for this type of content would agree.
Just discovered your channel. I'm finishing up my financial mathematics masters and feel like your channel is a repository for many of the things I've learned. Not sure if you studied anything on market microstructure but would love to see a video on some of some of the microstructure and their models
In the cv equation. We have
cv =∑(0δCti/δS)*(Sti+1-E[Sti])exp(T−ti+1).
In the cv implementation we have
cv = cv + delta(Stn+st*erdt)
Why in the implementation of cv we do not have the exp(T−ti+1) term ?
This is the greatest channel. I love this channel so fucking much, please go on please add more and more ı wanna learn so much
:)
What would you recommend as the best index volatility model/predictor? I’ve been playing with ARCH and GARCH a little bit but I’m trying to get an R^2 greater than .6