There are a lot of people that don’t need to use a calculator because they ... Continue reading
Financial Mathematics
How to Calculate Annualized Standard Dev …
A stock trader will generally have access to daily, weekly, monthly, or ... Continue reading
Why Lognormal Distribution is Used to De …
The concept of lognormal distribution is very closely related to the concept ... Continue reading
Types of Interest Rates …
Interest rates are how we measure the time value of money. While making an ... Continue reading
Using Excel to Calculate Annuity …
An annuity refers to a series of equal cash flows that occur periodically ... Continue reading
30e/360 Day Count Convention (Eurobond B …
In different bond markets and instruments there are different day count ... Continue reading
Role of a Quantitative Modeler …
A quantitative modeler is someone who works in finance and uses numerical ... Continue reading
Calculate Historical Volatility Using EW …
Volatility is the most commonly used measure of risk. Volatility in this ... Continue reading
How to Use the Rule of 72 Formula …
In finance, rule of 72 is an important approximation rule that is used to ... Continue reading
Correlation and Covariance …
Both correlation and covariance are an indicator of the relationship between ... Continue reading
Compute Bond Price with Zero (Spot) Rate …
This video demonstrates how to compute the theoretical price of a coupon ... Continue reading
Central Limit Theorem (Distribution of A …
Assume that there are n independent and identically distributed variables ... Continue reading
How to Select the Most Appropriate Time …
Simple Linear and Exponential Growth Models – If an analyst looks at a time ... Continue reading
Auto-Regressive Models – Random Wa …
This is the case of an AR time series model where the predicted value is ... Continue reading
Auto-Regressive (AR) Time Series Models …
Auto-Regressive (AR) Time Series Models This type of time series model ... Continue reading
Time Series Analysis: Simple and Log-lin …
Simple Time Series Models This is basic trend modeling. A simple ... Continue reading
Fcalc – the Global Test for Regression …
A statistically significant Fcalc (i.e. one that passes the Fcritical ... Continue reading
Dynamic Present Value …
In this lecture we move from present values to dynamic present values. If ... Continue reading
Probability of Attaining a Return Goal …
Earlier we looked at calculating the probability of beating a fixed target. ... Continue reading
Probability of One Portfolio Outperformi …
Let us consider two assets A and B with the following ... Continue reading