Канал: Professor Carol Alexander

BBC World News 11 January 2024

BBC World News 11 January 2024

Measuring the Rarity of Non-Fungible Tokens

Measuring the Rarity of Non-Fungible Tokens

Systematic Equity and FX VaR Excel Spreadsheet

Systematic Equity and FX VaR Excel Spreadsheet

Systematic Equity and FX VaR

Systematic Equity and FX VaR

Welcome to my Channel

Welcome to my Channel

Blockchains and Crypto Assets

Blockchains and Crypto Assets

Financial Risk Management

Financial Risk Management

Systems of Equations and Quadratic Forms

Systems of Equations and Quadratic Forms

Vectors and Matrices

Vectors and Matrices

Backtesting Excel Spreadsheet

Backtesting Excel Spreadsheet

Expected Shortfall Excel Spreadsheet

Expected Shortfall Excel Spreadsheet

Stress Testing and Scenario Analysis

Stress Testing and Scenario Analysis

Backtesting VaR Models

Backtesting VaR Models

Minimum Capital Requirements

Minimum Capital Requirements

Overview of Banking Regulations

Overview of Banking Regulations

Excel Workbook

Excel Workbook

Delta-Gamma-Vega VaR

Delta-Gamma-Vega VaR

Hedging Options

Hedging Options

The Greeks

The Greeks

The Black Scholes Model

The Black Scholes Model

Basic Option Theory

Basic Option Theory

Case Study Excel Workbook

Case Study Excel Workbook

Case Study: Cash-Flow VaR for ECB Bonds

Case Study: Cash-Flow VaR for ECB Bonds

VaR Models for Cash Flows

VaR Models for Cash Flows

Mapping Cash Flows

Mapping Cash Flows

Cash Flow Portfolios and their Risk Factors

Cash Flow Portfolios and their Risk Factors

Excel Speadsheet (Multiple Risk Factors)

Excel Speadsheet (Multiple Risk Factors)

Equity VaR with Multiple Risk Factors

Equity VaR with Multiple Risk Factors

Excel Spreadsheet (Domestic Equity Portfolios)

Excel Spreadsheet (Domestic Equity Portfolios)

Equity VaR with One Risk Factor

Equity VaR with One Risk Factor

Linear Equity Portfolios and their Risk Factors

Linear Equity Portfolios and their Risk Factors

Scaling VaR

Scaling VaR

Comparison of VaR Models

Comparison of VaR Models

Historical and Monte Carlo VaR

Historical and Monte Carlo VaR

The Normal VaR Model

The Normal VaR Model

Introducing VaR Models

Introducing VaR Models

Introduction to the Lecture

Introduction to the Lecture

The Equity Beta

The Equity Beta

Linear Portfolios and their Volatility.

Linear Portfolios and their Volatility.

Introducing Volatility

Introducing Volatility

Credit Derivatives

Credit Derivatives

Credit Ratings

Credit Ratings

Types of Credit Risk

Types of Credit Risk

Introduction to Credit Risk and Interest Rate Swaps

Introduction to Credit Risk and Interest Rate Swaps

Overview of Market Risks

Overview of Market Risks

What is Financial Risk Management ?

What is Financial Risk Management ?

Classification of Financial Instruments

Classification of Financial Instruments

Excel Workbook for Topic 1

Excel Workbook for Topic 1

Taylor Expansion

Taylor Expansion

Returns and Volatility

Returns and Volatility

Exponentials and Logarithms

Exponentials and Logarithms

Multiple Regression

Multiple Regression

Simple Linear Regression

Simple Linear Regression

Normal Distributions

Normal Distributions

Sample Statistics and Population Parameters

Sample Statistics and Population Parameters

Swaps

Swaps

Crypto Market Risk

Crypto Market Risk

Excel for Optimal Portfolios

Excel for Optimal Portfolios

Optimal Crypto Portfolios

Optimal Crypto Portfolios

Excel for Market Risk

Excel for Market Risk

Options

Options

Price Discovery

Price Discovery

Introduction to Derivatives

Introduction to Derivatives

Futures

Futures

CBDCs and Stable Coins

CBDCs and Stable Coins

Initial Coin Offerings

Initial Coin Offerings

Decentralized Apps

Decentralized Apps

Ethereum

Ethereum

Smart Contracts

Smart Contracts

Other Public Blockchains

Other Public Blockchains

Stages in an XBT Transaction

Stages in an XBT Transaction

Evolution of the Internet

Evolution of the Internet

The Bitcoin Network

The Bitcoin Network

Operational Risks

Operational Risks

Market Data

Market Data

Trading on Centralised Exchanges

Trading on Centralised Exchanges

Overview of Crypto Asset Ecosystem

Overview of Crypto Asset Ecosystem

Introduction to Blockchains

Introduction to Blockchains

Overview of Advanced Cryptography

Overview of Advanced Cryptography

Key Generation and Encryption

Key Generation and Encryption

Basic Number Theory

Basic Number Theory

Hash Functions

Hash Functions

Introduction to Bitcoin and bitcoin

Introduction to Bitcoin and bitcoin

Introduction To Crypto Assets

Introduction To Crypto Assets