FRM: Why we use log returns in finance
Explanation of why we use log returns in finance. For more financial risk videos, visit our website! http://www.bionicturtle.com.
From: Bionic Turtle
Added: 17 years ago
Views: 200,560
34,772 ratings
Results for “Bionic Turtle” · 2009
About 228 results
Gaussian copula
The Gaussian copula was gainfully employed prior to the credit crisis, and it has pretty much been shamed. Mathematically, it's an ...
From: Bionic Turtle
Added: 17 years ago
Views: 122,347
38,868 ratings
FRM: Theory of normal backwardation
This is the classic, but difficult idea, that offers an explanation for why we expect the forward price to be less than the expected ...
From: Bionic Turtle
Added: 17 years ago
Views: 16,188
14,837 ratings
FRM: Covariance matrix
A covariance matrix, in finance, is a square matrix that contains covariances between portfolio assets. Because, for example, the ...
From: Bionic Turtle
Added: 17 years ago
Views: 111,841
20,705 ratings
FRM: Tracking Error
Tracking error (TE) is the standard deviation of the difference between portfolio returns and benchmark returns. The review ex ...
From: Bionic Turtle
Added: 17 years ago
Views: 85,985
25,278 ratings
FRM: Expected Shortfall (ES)
ES is a complement to value at risk (VaR). ES is the average loss in the tail; i.e., the expected loss *conditional* on the loss ...
From: Bionic Turtle
Added: 17 years ago
Views: 109,690
39,949 ratings
Arbitrage Pricing Theory (APT)
APT is similar to CAPM but with several factors.
From: Bionic Turtle
Added: 17 years ago
Views: 95,393
17,146 ratings
What's a balance sheet? (6 min)
A snapshot of claims (right-hand side: liabilities + shareholders) on company assets (left-hand side: will convert to cash now or ...
From: Bionic Turtle
Added: 17 years ago
Views: 21,481
18,851 ratings
Calculating normal variables
Typical application of random normal variable: what is probability that asset return will be negative?
From: Bionic Turtle
Added: 17 years ago
Views: 9,203
33,135 ratings
How to scale autocorrelated returns
If we apply the square root rule (i.e., variance scales with time), we assume returns are i.i.d., which is not realistic. Here is a scaling ...
From: Bionic Turtle
Added: 17 years ago
Views: 8,153
25,483 ratings
FRM: Bank Balance Sheet & Leverage Ratio
Stylized balance sheet of depository institution to illustrate (1) high leverage, (2) dependency on spread (ROA - COF) and (3) key ...
From: Bionic Turtle
Added: 17 years ago
Views: 105,164
41,819 ratings
FRM: Normal mixture distribution
A normal mixture distribution can model fat tails. For more financial risk videos, visit our website! http://www.bionicturtle.com.
From: Bionic Turtle
Added: 17 years ago
Views: 9,464
21,517 ratings
FRM: Dollar duration of zero coupon bond
Here I use Mathetmatica to illustrate how the first derivative of the price of a zero-coupon bond (with respect to yield) is the dollar ...
From: Bionic Turtle
Added: 17 years ago
Views: 22,786
35,383 ratings
Teenage Mutant Ninja Turtles 2 - The Arcade Game (NES) Music - Game Over
Teenage Mutant Ninja Turtles 2 - The Arcade Game (NES) Music - Game Over Soundtracks as MP3 here ...
From: GBelair
Added: 17 years ago
Views: 41,602
38,124 ratings
IGN_Strategize - IGN_Strategize: TMNT Achievements
Totally radical TMNT Re-Shelled achievements.
From: IGN
Added: 17 years ago
Views: 157,237
6,442 ratings
Rubber snake power
Read more: http://www.newscientist.com/article/dn17090 A new wave energy converter can generate electricity from bulge waves ...
From: New Scientist
Added: 17 years ago
Views: 58,020
20,797 ratings
Father helps Son Power Level up in World of Warcraft
A father calls-in to thank the American powerleveling company, "Yeh for Games", for helping his son level up his World of Warcraft ...
From: yehforgames
Added: 16 years ago
Views: 2,881
43,503 ratings
Lucky the turtle gets new legs
Turtle injured in raccoon attack gets new lease on life with prosthetic devices.
From: The Press Democrat
Added: 17 years ago
Views: 106,763
7,785 ratings