QUANT FINANCE TOPICS
9 videos • 7,695 views • by N N Taleb's Probability Moocs
1
Ellipticality and Portfolios: Informal conversation with Raphael Douady (in French)
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2
How you will go bust on a favorable bet. (Kelly/Shannon/Thorp)
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3
How Increasing Benefits Increases the Risk of Ruin
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4
How to Price an Election: A Martingale Approach- Discussion with Dhruv Madeka
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5
Ellipticality (Technical)
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6
QUANTITATIVE FINANCE 1: Deriving Black-Sholes via Itô's lemma (the dynamic hedging approach)
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7
QUANTITATIVE FINANCE 2: We don't use Black-Scholes, the simpler derivation vindicating Bachelier.
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8
The Fed should not vary interest rates from normal levels, says author Nassim Taleb
CNBC Television
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9
Universa's Bernoulli for Portfolio Simulation: Correcting the Empirical Distribution
N N Taleb's Probability Moocs
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