Quant Next

Quant Next

@quantnext4773 subscribers

The Black-Scholes Model

Quant Next

The Black-Scholes Model

2 years ago - 5:07

Volatility Surface Modelling: An Introduction

Quant Next

Volatility Surface Modelling: An Introduction

1 year ago - 5:55

Risk Neutral Density: The Breeden-Litzenberger Formula

Quant Next

Risk Neutral Density: The Breeden-Litzenberger Formula

1 year ago - 3:50

The Volatility Smile and Skew

Quant Next

The Volatility Smile and Skew

2 years ago - 4:31

The Heston Model (Part I)

Quant Next

The Heston Model (Part I)

2 years ago - 7:22

Introduction to Option Greeks and Risk Management

Quant Next

Introduction to Option Greeks and Risk Management

2 years ago - 5:09

The SABR Model Part I: an Introduction

Quant Next

The SABR Model Part I: an Introduction

1 year ago - 5:11

Options, Pricing and Risk Management Part III - Course  Overview

Quant Next

Options, Pricing and Risk Management Part III - Course Overview

1 year ago - 3:41

The Option Greek Delta Explained

Quant Next

The Option Greek Delta Explained

2 years ago - 5:15

Greeks and Risk Management of Exotic Options: An Introduction

Quant Next

Greeks and Risk Management of Exotic Options: An Introduction

1 year ago - 4:25

Volatility Surface Parameterization: the SVI Model - Course Overview

Quant Next

Volatility Surface Parameterization: the SVI Model - Course Overview

1 year ago - 2:54

Credit Risk: An Introduction

Quant Next

Credit Risk: An Introduction

1 year ago - 8:42

Credit Risk Modelling: an Introduction to Reduced-Form Models

Quant Next

Credit Risk Modelling: an Introduction to Reduced-Form Models

9 months ago - 4:25

Introduction to Derivatives - Barrier Options

Quant Next

Introduction to Derivatives - Barrier Options

2 years ago - 2:43

Artificial Neural Network for Option Pricing with Python Code

Quant Next

Artificial Neural Network for Option Pricing with Python Code

1 year ago - 8:59

Replication and Risk Management of Exotic Options: Overview of the Course

Quant Next

Replication and Risk Management of Exotic Options: Overview of the Course

1 year ago - 1:06

Exotic Options - Part I

Quant Next

Exotic Options - Part I

2 years ago - 6:42

The Cox-Ross-Rubinstein Binomial Option Pricing Model

Quant Next

The Cox-Ross-Rubinstein Binomial Option Pricing Model

2 years ago - 6:22

Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced-Form Models Part I

Quant Next

Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced-Form Models Part I

8 months ago - 4:17

Credit Risk Modelling: The Probability of Default

Quant Next

Credit Risk Modelling: The Probability of Default

1 year ago - 7:54

Introduction to Stochastic Calculus

Quant Next

Introduction to Stochastic Calculus

2 years ago - 7:03

Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced-Form Models Part IV

Quant Next

Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced-Form Models Part IV

3 months ago - 6:06

Options, Pricing and Risk Management Part II: Overview of the Course

Quant Next

Options, Pricing and Risk Management Part II: Overview of the Course

1 year ago - 2:13

The SABR Model: Course Overview

Quant Next

The SABR Model: Course Overview

1 year ago - 2:15

Exotic Options - Part II

Quant Next

Exotic Options - Part II

2 years ago - 6:32

The Black-Scholes Formula Explained

Quant Next

The Black-Scholes Formula Explained

2 years ago - 5:52

QNT Price Prediction. Quant next targets

Crypto4light Market

QNT Price Prediction. Quant next targets

10 days ago - 11:46

Introduction to Finite Difference Methods for Option Pricing

Quant Next

Introduction to Finite Difference Methods for Option Pricing

1 year ago - 5:48

American Option Pricing with Binomial Tree

Quant Next

American Option Pricing with Binomial Tree

1 year ago - 5:13

Implied Volatility Calculation with Newton-Raphson Algorithm

Quant Next

Implied Volatility Calculation with Newton-Raphson Algorithm

2 years ago - 5:13

Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced Form Models Part II

Quant Next

Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced Form Models Part II

6 months ago - 4:17

The Heston Model (Part II)

Quant Next

The Heston Model (Part II)

2 years ago - 10:22

Quant’s Next Frontier: Harness New Opportunities in Complex Markets

PIMCO U.S.

Quant’s Next Frontier: Harness New Opportunities in Complex Markets

2 years ago - 2:44

Quant next move 🚀 #quant #qnt #trading #trade

DC Perspective

Quant next move 🚀 #quant #qnt #trading #trade

2 years ago - 0:08

Finite Difference Methods for Option Pricing: Overview of the Course

Quant Next

Finite Difference Methods for Option Pricing: Overview of the Course

1 year ago - 1:23

Quant’s Next Frontier: Harness New Opportunities in Complex Markets

PIMCO Hong Kong

Quant’s Next Frontier: Harness New Opportunities in Complex Markets

2 years ago - 2:44