Жыл бұрын
Жыл бұрын
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@rumingliu9787 27 күн бұрын
Very elegant tutorial! Very condense but super helpful! Thanks Prof.
@entropica 7 ай бұрын
The first convex frontier and the second linear frontier both become parabolae when plotting the expected return over the variance (aka volatility squared) instead of the volatility (aka standard deviation). Thus there is nothing special about the linearity of the second frontier, it's a degenerated hyperbola.
@TangzeAmber 9 ай бұрын
2024
@lym3718 2 жыл бұрын
This is pure gold. So lucky to find this video. Thank you very much for posting.
@stefyuthechosenone1458 2 жыл бұрын
Best explanation ever of the 02 families of models : arbitrage-driven and equilibrium-driven !!!
@ankushmanhas5194 2 жыл бұрын
😍
@givepeaceachancesabineklin5837 2 жыл бұрын
WOW! Wieder ein extrem brillanter Text mit tiefem Tiefgang. Ich bin immer wieder begeistert, überrascht und nachdenklich. Vielen Dank!
@grsmith 3 жыл бұрын
Excellent video, very well done.
@mikiallen7733 3 жыл бұрын
The famed Hakkanson paradox is as follows: if markets are complete and options are redudant, why would someone need them?
@tommy-lee-johnes 3 жыл бұрын
Great explanation! Amazing video. The `big picture` in the beggining was superb.Thanks!
@professordrabhijitsayamber2299 3 жыл бұрын
Om namah shivaya Om shanti om namah
@professordrabhijitsayamber2299 3 жыл бұрын
Om shanti om namah shivay
@nichitamatei 3 жыл бұрын
Oh my god... Writing on a piece of paper that's attached... to a WHITEBOARD? You are stochastically DOMINATING the turtles!!!!!!
@danymathew7325 3 жыл бұрын
Traumuni
@farshadnoravesh 4 жыл бұрын
Thanks for introducing the book of John H. Cochrane.
@malikmimoun4938 4 жыл бұрын
Hi , cheers for the video really, am i too old at 34 to start a career in finance " asset management ", meaning will i still be recognized and considered after graduation by employers i am considering doing a Master in 1 year? thanks a lot for your response
@user-pp8xq7wr5p 3 жыл бұрын
It will be difficult if you don't speak German and don't have prior finance related work experience.
@malikmimoun4938 3 жыл бұрын
Thanks for your reply mate , but it is a total nosense since i am currently studying there and the majority doesn t speak german.
@user-pp8xq7wr5p 3 жыл бұрын
@@malikmimoun4938 Well, I was assuming that your intention is to work in a German speaking country. And trust me, a Whu master alone will not get you into client facing positions, you have to be able to speak the local language there. But if your only interested in non client facing activities you'll be fine.
@Alex-rt6yp 4 жыл бұрын
Hello After how many days, weeks or months an applicant receive the acceptance notification?
@visitWHU 4 жыл бұрын
Hello! You can find all the information on our programs and admission here: @t
@EagleYin 4 жыл бұрын
I love this video but it’s not very quantitative. A more robust strategy is growth strategy or momentum strategy in asset pricing. I actually have an episode here coding this strategy from scratch using live stock quotes from quantmod package using R language. Enjoy and welcome to subscribe! kzbin.info/www/bejne/oHKncoiuqdCcnbs
@surendrabarsode8959 4 жыл бұрын
I have not seen such a brilliant exposition of this rather confusing topic before. Of course, explanation on martingales is imprecise but is par for the course. Anyone watching this video should have a clear understanding of how based on market prices and assuming no arbitrage conditions, so called risk neutral probabilities can be inferred in discrete time setting. This will be useful for understanding continuous time setting risk neutral pricing. Thanks Prof Rudolf!!
@TechnoBacon55 4 жыл бұрын
I know it's probably common knowledge, but I haven't looked up the formula and tried to work it out by myself according to the video and to my own research, and I came up with c=(Su-X)/((Su-Sd)/S0)-((Su-Sd)/(1+i) for the price of a call option for one share. I'm gonna look up the actual formula and see how wrong I was.
@Scott_Stone 4 жыл бұрын
What about fixing the Italian employment regulations first? Prices are also unreasonably high. There are countries which are better balanced in that sense. The whole system needs a rework but it should be gradual.
@Chamonix2000 4 жыл бұрын
This is so interesting. Most organisations, even when declared to be open to diversity, in fact don't allow the biases to come to the surface, so there is in fact no room for awarness, and consequently no willingness to materially "include" diversity. Would be glad to join the research or the discussion in case. Kindest regards.
@farshadnoravesh 4 жыл бұрын
very beautiful. Thank you so much.
@ravikumar-vr6zm 4 жыл бұрын
can i use Machine learning to measure willingess to pay
@gunnarlian5437 3 жыл бұрын
instaBlaster...
@saranyaananthakrishnan7752 4 жыл бұрын
Is TOEFL required if my bachelors was done with English as the medium of instruction?
@Utbe31 4 жыл бұрын
Highly valuable course - Efficient and simple in 30 minutes !
@carolinapazquezada 4 жыл бұрын
Like si vienes por una tarea de inglés
@ffmde0608 4 жыл бұрын
great!I am looking forward to studying Master of Finance in WHU !!!
@chilllimpid 4 жыл бұрын
the explanation is much more clearer than my professor. thank you so much! please keep posting !
@ahmedeshetu6594 4 жыл бұрын
"Thank you very much!! you are a great professor
@syedsameer8123 5 жыл бұрын
What is the procedure for Admission in the university..
@visitWHU 5 жыл бұрын
Hello! You can find all the information on our programs and admission here: www.whu.edu/en/
@rainig.2241 5 жыл бұрын
....ist der Gegentwurf zum Gesagten sowas wie budgetierte Liebe ? (früher konnte man wenigsten nach die Lebensumstände anpassen innerhalb bestimmter Grenzen...das scheint heute nur weniger denn je zu gehen (und das obwohl selbst bei mir schon wieder Obstschälchen überquellen! dann kann doch was nicht richtig sein?)
@joolean7799 5 жыл бұрын
Pure value ❤️
@yannisabisemaan4284 5 жыл бұрын
very very helpful!! amazing Professor!
@cypherdelic 5 жыл бұрын
Only problem is that german youth has the same problem - in case you missed it on your map, the one with 54% 0:37 - and that guy with the bakery having no money to pay anyone fairly.... so guess what... the germans wait for more refrugees to fix their sick economy :D
@achudakhinkudachin2048 5 жыл бұрын
Yes, an incredible pedagogic performance, but why is it called Euler equation. Euler lived in 17th century, at the time mathematical expectation just came into being.
@hnt7961 5 жыл бұрын
I swear you know inside out what you’re teaching.
@zvmvn 5 жыл бұрын
amazing!
@mehul4970 5 жыл бұрын
Are all international students eligible for the scholarship
@rahuldalal4763 5 жыл бұрын
Amazing lesson
@bunyawikaisuksakul 5 жыл бұрын
I swear I have been looking for the way to derive SML from CML for few days in Google; visiting too many pages of knowledgeable content. This is the only one that give me the simple explanation of the derivation. Bow down to the greatest teacher of the Universe ...
@sidevans9697 6 жыл бұрын
Thank you so much for this video. This is the context I needed before my university lectures begun the algebraic derivation of these models.
@Uksare1 6 жыл бұрын
Intresting idea! But why RobertA?
@JAFeser 6 жыл бұрын
Sehr verständliche Erklärung - super fürs Selbststudium!
@ibrahimcharifkhalifi575 6 жыл бұрын
Hello dear professor, we are iscae casablanca student preparing for derivatives exam tomorow. We are watching your video, and we notice a mistake, if the price goes down : 1000-260= 740. Best Regards :)
@gregh6586 6 жыл бұрын
The price, if the stock goes down, does not have to be the same ratio as the up-price. It's just an arbitrary number. If you want the price to be 740 in the down-state, the call value would still be 0 in that state (it expires). You will, however, only buy 4.0385 shares and borrow 284.61 resulting in a value of your shares of 508.85 (up) and 298.85 (down), respectively. You will have to repay 284.61*(1+0.05)=298.85. This results in a payment of 210 if the price goes up and 0 if the price goes down. Your call value would thus be 119.23 > 100.
@natalie2843 6 жыл бұрын
Sprachlich und inhaltlich immer unfassbar anschaulich. Deine Texte geben zum Nachdenken mit!
@jonnyh.2167 6 жыл бұрын
Great video. Thank you for uploading!
@MrUmeshrathore 6 жыл бұрын
My wife is a MBA in Finance & she is a fan!
@davidduncan7587 6 жыл бұрын
There is not enough money for familes to live on without learning this, this guy explains what risk is
@stefyuthechosenone1458 2 жыл бұрын
it explains how neoclassical economist tell us how we should price risk and no more when we are deemed to be Homo Economicus people, whom we aren't.
@hopeubiproduction6726 6 жыл бұрын
nice one