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A&A Academy by Yoske Igarashi
Приєднався 20 тра 2014
Roadmap (Introduction to Dynamic Stochastic General Equilibrium)
Roadmap (Introduction to Dynamic Stochastic General Equilibrium)
Переглядів: 4 505
Відео
Portfolios, Indices, Funds 03 (Mutual funds)
Переглядів 589 років тому
Pre-requisites: Portfolios, Indices, Funds 02 (Stock index basics)
Portfolio optimisation problem 1/2 formulation (HD)
Переглядів 2,3 тис.9 років тому
Pre-requisites: Return Short-selling Expectation of linear combination Variance formula in the matrix form
Discrete-time Dynamical System 05 (Determinacy/Indeterminacy)
Переглядів 24210 років тому
Pre-requisites: Discrete-time Dynamical System 01 Discrete-time Dynamical System 04 (Diagonalization)
Discrete-time Dynamical System 04 (Diagonalization)
Переглядів 59410 років тому
Pre-requisite: Discrete-time Dynamical System 01 Discrete-time Dynamical System 02 (Linear approximation) Discrete-time Dynamical System 03 (Variable-stacking) Linear transformation of vectors
Linear transformation of vectors
Переглядів 28410 років тому
This is a preliminary for Discrete-time Dynamical System 04 (Diagonalization)
Discrete-time Dynamical System 03 (Variable stacking)
Переглядів 37810 років тому
Pre-requisite: Discrete-time Dynamical System 01
Discrete-time Dynamical System 02 (Linear approximation)
Переглядів 1,2 тис.10 років тому
Pre-requisite: Discrete-time Dynamical System 01
Portfolios, Indices, Funds 02 (Stock index basics)
Переглядів 11010 років тому
Pre-requisite: Portfolios, Indices, Funds 01 (Portfolio Types)
Proof by Contradiction
Переглядів 31110 років тому
This video demonstrates "proof by contradiction", using Minesweeper as an example.
Portfolio Types (Exercise 2)
Переглядів 6210 років тому
This is an exercise for: Portfolios, Indices, Funds 01 (Portfolio Types)
Portfolios, Indices, Funds 01 (Portfolio Types)
Переглядів 16410 років тому
Portfolios, Indices, Funds 01 (Portfolio Types)
No-arbitrage pricing 04 (Two-Period Binomial Tree)
Переглядів 2,7 тис.10 років тому
Pre-requisite: No-arbitrage pricing 02 (Option pricing)
Dynamic Programming 04 (Dynamic Programming)
Переглядів 4,2 тис.10 років тому
Dynamic Programming 04 (Dynamic Programming)
Dynamic Programming 03 (Recursion)
Переглядів 4,4 тис.10 років тому
Dynamic Programming 03 (Recursion)
Dynamic Programming 02 (Stepwise Optimization)
Переглядів 6 тис.10 років тому
Dynamic Programming 02 (Stepwise Optimization)
Dynamic Programming 01 (Backward Induction)
Переглядів 17 тис.10 років тому
Dynamic Programming 01 (Backward Induction)
No-arbitrage pricing 03 - option pricing Exercise 1
Переглядів 2,7 тис.10 років тому
No-arbitrage pricing 03 - option pricing Exercise 1
Ricardo's Law of Comparative Advantage
Переглядів 78910 років тому
Ricardo's Law of Comparative Advantage
No-arbitrage pricing 02 - Option pricing
Переглядів 12 тис.10 років тому
No-arbitrage pricing 02 - Option pricing
No-arbitrage pricing 01 - Fruit basket example
Переглядів 14 тис.10 років тому
No-arbitrage pricing 01 - Fruit basket example
Portfolio optimisation problem 2/2 - Excel Solver
Переглядів 3,1 тис.10 років тому
Portfolio optimisation problem 2/2 - Excel Solver
Portfolio optimisation problem 1/2 - formulation
Переглядів 1 тис.10 років тому
Portfolio optimisation problem 1/2 - formulation
Rate of return on an asset and a portfolio
Переглядів 3,9 тис.10 років тому
Rate of return on an asset and a portfolio
Great explanation istg I crying from last 2 hour cause I couldn't find any videos on this topic then I found your channel and damnn your explanation is so good!!! Thanksss ❤
Brother come back to UA-cam we need you!!
Thank you for this nice tutorial.
perfect
i can't try the mmult when i add "," The reason why? Can u help me?
Tnx a lot!
super, this class clears me off all those confusions and difficulties
where are the videos? I couldn't find them.
ua-cam.com/video/7dHFOleOwic/v-deo.html
i love u
thank you sir
Thank you very much
I know this must be quite late to post this but the answers for the put options need to be reviewed. If strike price of put option is 95 pounds, its value is more at state prices 1,2 and 3 because in essence you are buying a stock for a much lower price than the actually price in all these states. Great video otherwise :)
Very good explanation. Helped me a lot. Clear and objective, well explained. Thank you very much. You should have a lot more likes than that. The number of views were good, but people are not so fair about giving a like. Congratulations for the video!
Thank you very much.
Thank you.
Is each of these states called the AD portfolio or the collection of all three states?
Wow this video saves my life! Thank you so so much I love you!
oh god thank you so much
Thank you!
Thank you!
Thank you!
Thank you!
Thank you so much for making this video! It is very helpful!
Hi Suppose there are two securities whose returns are specified as follows: r1 = (4,1), r2 = (2,4), where rk denotes the return of security k. We also know that the price of security 1 is 2, and that of security 2 is 2.2. How ca I Construct a riskless portfolio that costs 10.6, and describe the return structure of the portfolio.
this video is a masterpiece. thanks a lot.
Thank you for the clear explanation. I like the part where you said “I have no choice but it actually mean you have one choice” haha
This is so helpful!!!
Thx! This is amazing
Easier to understand the bellman equation. thank you!
Thanks so much !!!!!
the best explanation. Thank you.
This video saved my life!
Dear teacher I dont understand the calculation of 0.15, 0.2 , 0.3 and 0.25 in pence. What is the way I can find these figures ?
how to find nxn variance covariance matrix from??
That's estimated from past stock price data. How about this? ua-cam.com/video/V10ZoFvhy6s/v-deo.html
this video is exactly wat im looking for. thanks!
Thank you. A little updated version can be found here: ua-cam.com/video/T9P0WgUL4MU/v-deo.html
nicely explained..thank you
Thank you for watching.
very helpful...thank you
Very helpful, thank you
Great video! I really wanted the answers to the last part :(
LynnBean yup
me too
very helpful, thanks very much!
Xaxaxa it's for me then
Thanks for the tutorial. It is really interesting. What about multiplying a matrix with a vector in Excel?
Nicely presented and succinct to understand!
this is so helpful!! thank you a lot!
Why should we keep the "Make unconstrained variables non-negative" box unticked when we're trying to minimise variance? what if we also want no short selling just like in the "maximise return" case? thanks
How is this calculus? Didn't see a single derivative or integral in there.
Thank you very much.
You are my hero this is a good explaination.
Thank you u saved me
i will try
thank you, you are awesome